+376.2%
GE vs PL
+11.6%
+364.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -10.1% | +5.7% | -3.5% |
| 7D | +0.5% | -20.5% | +21.1% | +2.6% |
| 30D | +1.7% | -38.8% | +40.5% | +6.3% |
| 3M | -17.3% | -49.1% | +31.8% | -12.3% |
| 6M | +10.1% | -69.4% | +79.5% | +21.0% |
| YTD | +2.6% | -42.3% | +45.0% | +3.8% |
| 1Y | +3.7% | -14.2% | +17.9% | -0.1% |
| 3Y | +268.3% | +398.7% | -130.4% | +167.4% |
| 5Y | +376.2% | +11.1% | +365.0% | +281.4% |
| All | +376.2% | +11.6% | +364.6% | +281.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling