+167.7%
GE vs RACE
+658.9%
-491.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.3% |
| 7D | +7.1% | +5.1% | +2.0% | +5.0% |
| 30D | +6.5% | +7.7% | -1.2% | +3.3% |
| 3M | -13.6% | +2.2% | -15.7% | -14.5% |
| 6M | +6.0% | +23.8% | -17.8% | -3.6% |
| YTD | +5.4% | +13.9% | -8.5% | -1.4% |
| 1Y | +6.5% | +3.8% | +2.7% | +3.3% |
| 3Y | +268.6% | +28.0% | +240.5% | +213.0% |
| 5Y | +389.0% | +64.9% | +324.1% | +262.3% |
| 10Y | +163.3% | +780.4% | -617.0% | +14.0% |
| All | +167.7% | +658.9% | -491.2% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling