+6.5%
GE vs PL
-3.5%
+10.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +2.0% |
| 7D | +7.1% | -6.8% | +13.9% | +7.4% |
| 30D | +6.5% | -29.3% | +35.8% | +8.4% |
| 3M | -13.6% | -44.8% | +31.2% | -10.9% |
| 6M | +6.0% | -68.4% | +74.4% | +11.6% |
| YTD | +5.4% | -36.4% | +41.7% | +2.3% |
| 1Y | +6.5% | +0.7% | +5.7% | -3.1% |
| All | +6.5% | -3.5% | +10.0% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling