+280.4%
GE vs M
+117.7%
+162.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.7% |
| 7D | -1.6% | +4.7% | -6.3% | -2.3% |
| 30D | -11.6% | -9.6% | -1.9% | -10.2% |
| 3M | +3.0% | +0.9% | +2.2% | +2.6% |
| 6M | -0.5% | +22.3% | -22.8% | -3.9% |
| YTD | +9.7% | +6.5% | +3.2% | +7.8% |
| 1Y | +20.0% | +38.8% | -18.7% | +13.5% |
| All | +280.4% | +117.7% | +162.7% | +226.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling