+157.4%
GE vs RACE
+740.2%
-582.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +5.4% | +0.2% | +5.1% | +5.3% |
| 30D | +9.6% | +6.6% | +3.0% | +6.7% |
| 3M | -7.7% | +2.2% | -9.9% | -8.8% |
| 6M | +14.0% | +22.4% | -8.4% | +3.5% |
| YTD | +10.2% | +13.8% | -3.6% | +2.5% |
| 1Y | +8.9% | +2.2% | +6.7% | +6.2% |
| 3Y | +273.7% | +25.6% | +248.0% | +213.8% |
| 5Y | +410.2% | +71.0% | +339.2% | +257.5% |
| 10Y | +157.4% | +739.1% | -581.7% | +11.5% |
| All | +157.4% | +740.2% | -582.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling