+410.9%
GE vs PL
+84.9%
+326.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -1.6% | -9.3% | +7.7% | -0.7% |
| 30D | -11.6% | -18.9% | +7.4% | -9.9% |
| 3M | +3.0% | -58.4% | +61.4% | +10.7% |
| 6M | -0.5% | -30.3% | +29.8% | +0.1% |
| YTD | +9.7% | -8.1% | +17.9% | +6.6% |
| 1Y | +20.0% | +180.5% | -160.5% | +1.3% |
| 3Y | +275.8% | +444.1% | -168.3% | +174.2% |
| 5Y | +429.1% | +83.0% | +346.0% | +307.5% |
| All | +410.9% | +84.9% | +326.0% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling