+417.9%
GE vs MAR
+158.8%
+259.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.2% |
| 7D | -1.2% | -0.5% | -0.8% | -1.0% |
| 30D | -11.3% | -4.7% | -6.6% | -9.2% |
| 3M | -1.4% | -15.6% | +14.2% | +6.8% |
| 6M | +1.2% | +1.2% | 0.0% | +0.2% |
| YTD | +5.9% | +7.5% | -1.6% | +1.2% |
| 1Y | +18.4% | +26.6% | -8.2% | +3.3% |
| 3Y | +271.0% | +66.0% | +205.0% | +174.9% |
| 5Y | +417.9% | +154.1% | +263.8% | +186.4% |
| All | +417.9% | +158.8% | +259.1% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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