+194.7%
GE vs P
+485.4%
-290.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -1.6% | +6.5% | -8.1% | -2.8% |
| 30D | -11.6% | +18.8% | -30.4% | -15.0% |
| 3M | +3.0% | +26.7% | -23.7% | -2.9% |
| 6M | -0.5% | +62.2% | -62.7% | -11.9% |
| YTD | +9.7% | +48.5% | -38.8% | -1.7% |
| 1Y | +20.0% | +26.4% | -6.4% | +9.4% |
| 3Y | +275.8% | +159.4% | +116.4% | +178.4% |
| 5Y | +429.1% | +275.8% | +153.3% | +251.9% |
| 10Y | +151.2% | +732.0% | -580.9% | +38.5% |
| All | +194.7% | +485.4% | -290.7% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling