+409.4%
GE vs MKTX
-60.5%
+469.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| YTD | +5.4% | -8.7% | +14.1% | +6.4% |
| 1Y | +15.5% | -11.8% | +27.4% | +17.1% |
| 3Y | +260.8% | -24.0% | +284.8% | +263.2% |
| All | +409.4% | -60.5% | +469.8% | +460.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling