+8.9%
GE vs M
+36.6%
-27.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.6% | -4.9% | +1.0% |
| 7D | +9.4% | +8.3% | +1.1% | +7.5% |
| 30D | +7.5% | +14.2% | -6.6% | +4.4% |
| 3M | -12.5% | -1.1% | -11.4% | -12.4% |
| 6M | +17.8% | +36.6% | -18.8% | +8.6% |
| YTD | +7.4% | +19.8% | -12.4% | -0.3% |
| 1Y | +8.9% | +37.2% | -28.3% | +0.4% |
| All | +8.9% | +36.6% | -27.7% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling