+409.4%
GE vs NTRS
+93.2%
+316.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.6% |
| 7D | -4.0% | +1.4% | -5.4% | -4.6% |
| 30D | -11.4% | -0.7% | -10.8% | -11.1% |
| 3M | -2.6% | +11.3% | -13.9% | -7.0% |
| 6M | -0.3% | +35.5% | -35.9% | -12.7% |
| YTD | +5.4% | +40.6% | -35.2% | -9.6% |
| 1Y | +15.5% | +49.2% | -33.7% | -3.7% |
| 3Y | +260.8% | +167.2% | +93.5% | +128.8% |
| All | +409.4% | +93.2% | +316.2% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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