+175.5%
GE vs P
+449.6%
-274.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -16.4% | +11.9% | -1.3% |
| 7D | +0.5% | -31.9% | +32.4% | +7.7% |
| 30D | +1.7% | -36.5% | +38.2% | +10.0% |
| 3M | -17.3% | +11.6% | -28.9% | -20.7% |
| 6M | +10.1% | +25.2% | -15.1% | +1.6% |
| YTD | +2.6% | +39.4% | -36.8% | -8.3% |
| 1Y | +3.7% | -3.7% | +7.4% | -1.3% |
| 3Y | +268.3% | +167.3% | +101.0% | +166.9% |
| 5Y | +376.2% | +237.3% | +138.8% | +219.1% |
| 10Y | +156.4% | +698.6% | -542.3% | +40.9% |
| All | +175.5% | +449.6% | -274.1% | +49.6% |
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