+151.2%
GE vs IT
+88.7%
+62.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.1% |
| 7D | +5.1% | -3.7% | +8.8% | +6.2% |
| 30D | +7.6% | -3.1% | +10.7% | +7.6% |
| 3M | -9.3% | +6.3% | -15.6% | -12.6% |
| 6M | +11.5% | +24.8% | -13.2% | -0.5% |
| YTD | +7.9% | -24.4% | +32.2% | +12.7% |
| 1Y | +7.6% | -17.1% | +24.7% | +8.1% |
| 3Y | +265.9% | -53.6% | +319.5% | +354.7% |
| 5Y | +405.9% | -42.5% | +448.4% | +451.2% |
| All | +151.2% | +88.7% | +62.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling