+20.0%
GE vs MKTX
-8.5%
+28.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -11.6% | +1.1% | -12.7% | -11.5% |
| 3M | +3.0% | +36.1% | -33.1% | +5.0% |
| 6M | -0.5% | -12.9% | +12.3% | -4.1% |
| YTD | +9.7% | -8.5% | +18.3% | +6.6% |
| 1Y | +20.0% | -7.5% | +27.6% | +13.9% |
| All | +20.0% | -8.5% | +28.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling