+147.5%
GE vs MKTX
+5.0%
+142.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -11.4% | +0.7% | -12.1% | -11.5% |
| 3M | -2.6% | +40.8% | -43.4% | -6.3% |
| 6M | -0.3% | -8.0% | +7.7% | +0.2% |
| YTD | +5.4% | -8.7% | +14.1% | +6.0% |
| 1Y | +15.5% | -11.8% | +27.4% | +16.5% |
| 3Y | +260.8% | -24.0% | +284.8% | +264.1% |
| 5Y | +421.6% | -60.3% | +482.0% | +461.2% |
| All | +147.5% | +5.0% | +142.4% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling