+411.8%
GE vs M
-3.3%
+415.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +2.7% | +7.0% | -4.4% | +1.3% |
| 30D | +8.1% | +8.9% | -0.8% | +6.2% |
| 3M | -7.9% | +4.5% | -12.4% | -8.9% |
| 6M | +12.9% | +36.2% | -23.3% | +5.7% |
| YTD | +8.2% | +15.1% | -7.0% | +4.2% |
| 1Y | +9.7% | +27.4% | -17.8% | +3.3% |
| 3Y | +266.1% | +160.1% | +106.0% | +181.2% |
| All | +411.8% | -3.3% | +415.0% | +356.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling