+412.9%
GE vs PL
+45.6%
+367.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +5.4% | +5.6% | -0.2% | +4.7% |
| 30D | +9.6% | -16.9% | +26.6% | +11.2% |
| 3M | -7.7% | -38.2% | +30.5% | -4.0% |
| 6M | +14.0% | -63.4% | +77.5% | +23.3% |
| YTD | +10.2% | -27.6% | +37.8% | +8.9% |
| 1Y | +8.9% | +6.6% | +2.3% | +2.7% |
| 3Y | +273.7% | +557.6% | -284.0% | +163.5% |
| 5Y | +410.2% | +39.5% | +370.7% | +300.6% |
| All | +412.9% | +45.6% | +367.3% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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