+233.9%
GE vs MKTX
+1,445.7%
-1,211.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | +0.4% | +0.7% | +1.1% |
| 30D | -9.5% | +1.0% | -10.5% | -9.7% |
| 3M | +4.1% | +41.3% | -37.1% | -4.8% |
| 6M | +3.9% | -11.3% | +15.3% | +5.3% |
| YTD | +9.0% | -8.6% | +17.6% | +9.4% |
| 1Y | +21.9% | -11.1% | +33.0% | +22.8% |
| 3Y | +281.8% | -24.5% | +306.3% | +287.2% |
| 5Y | +436.7% | -61.4% | +498.1% | +525.5% |
| 10Y | +151.5% | +6.8% | +144.7% | +107.8% |
| All | +233.9% | +1,445.7% | -1,211.8% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling