+403.6%
GE vs PL
+40.9%
+362.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +2.7% | +10.0% | -7.4% | +1.7% |
| 30D | +8.1% | -2.3% | +10.3% | +8.1% |
| 3M | -7.9% | -44.2% | +36.3% | -3.2% |
| 6M | +12.9% | -66.1% | +79.0% | +22.9% |
| YTD | +8.2% | -30.0% | +38.1% | +7.3% |
| 1Y | +9.7% | +21.0% | -11.4% | +2.1% |
| 3Y | +266.1% | +516.5% | -250.4% | +160.1% |
| 5Y | +407.4% | +32.0% | +375.3% | +303.4% |
| All | +403.6% | +40.9% | +362.7% | +295.5% |
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