+160.3%
GE vs P
+641.6%
-481.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.5% |
| 7D | +4.0% | -4.7% | +8.8% | +4.8% |
| 30D | +11.1% | -31.4% | +42.5% | +18.9% |
| 3M | -6.7% | -2.6% | -4.1% | -7.9% |
| 6M | +14.3% | +21.9% | -7.7% | +5.8% |
| YTD | +11.7% | +58.9% | -47.2% | -3.6% |
| 1Y | +10.9% | +21.7% | -10.8% | -0.1% |
| 3Y | +279.0% | +193.3% | +85.7% | +161.1% |
| 5Y | +427.0% | +275.1% | +151.9% | +230.8% |
| All | +160.3% | +641.6% | -481.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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