+2,219.3%
GE vs M
+401.4%
+1,817.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +4.0% |
| 7D | +7.1% | -4.3% | +11.4% | +8.3% |
| 30D | +6.5% | +1.3% | +5.2% | +5.9% |
| 3M | -13.6% | -7.4% | -6.2% | -12.1% |
| 6M | +6.0% | +18.3% | -12.4% | +0.1% |
| YTD | +5.4% | +7.6% | -2.2% | +1.7% |
| 1Y | +6.5% | +17.4% | -10.9% | -0.1% |
| 3Y | +268.6% | +108.4% | +160.2% | +173.8% |
| 5Y | +389.0% | -10.6% | +399.7% | +329.0% |
| 10Y | +163.3% | -3.2% | +166.5% | +83.0% |
| All | +2,219.3% | +401.4% | +1,817.9% | +802.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling