+363.6%
GE vs PSX
+1,187.1%
-823.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +2.7% | +7.8% | -5.2% | -0.2% |
| 30D | +8.1% | -10.9% | +19.0% | +12.2% |
| 3M | -7.9% | +14.5% | -22.3% | -13.3% |
| 6M | +12.9% | +56.1% | -43.2% | -6.7% |
| YTD | +8.2% | +109.6% | -101.4% | -22.2% |
| 1Y | +9.7% | +95.5% | -85.8% | -19.1% |
| 3Y | +266.1% | +156.2% | +109.9% | +132.5% |
| 5Y | +407.4% | +310.0% | +97.4% | +150.0% |
| 10Y | +150.3% | +368.0% | -217.7% | +8.4% |
| All | +363.6% | +1,187.1% | -823.5% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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