+151.5%
GE vs M
-6.4%
+157.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +1.2% | +2.4% | -1.2% | +0.5% |
| 30D | -9.5% | -11.6% | +2.1% | -6.7% |
| 3M | +4.1% | +1.6% | +2.5% | +3.2% |
| 6M | +3.9% | +25.2% | -21.3% | -2.5% |
| YTD | +9.0% | +3.8% | +5.3% | +6.9% |
| 1Y | +21.9% | +36.3% | -14.4% | +10.8% |
| 3Y | +281.8% | +116.3% | +165.5% | +185.9% |
| 5Y | +436.7% | +28.2% | +408.6% | +325.9% |
| 10Y | +151.5% | -3.4% | +154.9% | +45.8% |
| All | +151.5% | -6.4% | +157.9% | +45.8% |
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