+343.0%
GE vs NDAQ
+2,666.5%
-2,323.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +5.4% | +2.9% | +2.5% | +4.5% |
| 30D | +9.6% | +17.5% | -7.8% | +4.1% |
| 3M | -7.7% | +15.4% | -23.2% | -11.9% |
| 6M | +14.0% | +24.6% | -10.6% | +5.6% |
| YTD | +10.2% | +14.4% | -4.3% | +4.2% |
| 1Y | +8.9% | +26.9% | -18.0% | -0.3% |
| 3Y | +273.7% | +119.8% | +153.8% | +187.5% |
| 5Y | +410.2% | +70.5% | +339.7% | +321.1% |
| 10Y | +157.4% | +475.8% | -318.4% | +48.0% |
| All | +343.0% | +2,666.5% | -2,323.5% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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