+390.5%
GE vs PL
+20.8%
+369.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +1.7% |
| 7D | +7.1% | -6.8% | +13.9% | +7.7% |
| 30D | +6.5% | -29.3% | +35.8% | +9.7% |
| 3M | -13.6% | -44.8% | +31.2% | -9.1% |
| 6M | +6.0% | -68.4% | +74.4% | +16.0% |
| YTD | +5.4% | -36.4% | +41.7% | +5.6% |
| 1Y | +6.5% | +0.7% | +5.7% | +0.9% |
| 3Y | +268.6% | +455.3% | -186.7% | +164.8% |
| All | +390.5% | +20.8% | +369.7% | +290.2% |
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