+157.4%
GE vs M
-3.0%
+160.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +5.4% | +5.0% | +0.4% | +4.0% |
| 30D | +9.6% | +10.6% | -1.0% | +6.7% |
| 3M | -7.7% | +1.6% | -9.3% | -8.5% |
| 6M | +14.0% | +30.8% | -16.8% | +5.5% |
| YTD | +10.2% | +16.9% | -6.7% | +4.4% |
| 1Y | +8.9% | +26.3% | -17.4% | +0.9% |
| 3Y | +273.7% | +158.6% | +115.0% | +167.4% |
| 5Y | +410.2% | +2.1% | +408.1% | +339.3% |
| 10Y | +157.4% | -4.3% | +161.8% | +46.0% |
| All | +157.4% | -3.0% | +160.5% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling