+183.0%
GE vs P
+469.1%
-286.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.0% |
| 7D | +7.1% | -23.8% | +30.9% | +12.3% |
| 30D | +6.5% | -36.6% | +43.1% | +15.2% |
| 3M | -13.6% | +10.9% | -24.4% | -16.9% |
| 6M | +6.0% | +30.0% | -24.0% | -2.9% |
| YTD | +5.4% | +44.4% | -39.0% | -6.4% |
| 1Y | +6.5% | +3.9% | +2.5% | -0.3% |
| 3Y | +268.6% | +176.6% | +92.0% | +165.4% |
| 5Y | +389.0% | +249.3% | +139.8% | +225.5% |
| 10Y | +163.3% | +726.9% | -563.6% | +43.8% |
| All | +183.0% | +469.1% | -286.1% | +52.6% |
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