+152.0%
GE vs RF
+223.4%
-71.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | +2.7% | +1.9% | +0.7% | +1.7% |
| 30D | +8.1% | +7.3% | +0.7% | +4.3% |
| 3M | -7.9% | -7.9% | +0.1% | -3.9% |
| 6M | +12.9% | +10.5% | +2.4% | +7.0% |
| YTD | +8.2% | +9.6% | -1.5% | +2.6% |
| 1Y | +9.7% | +20.3% | -10.6% | -1.0% |
| 3Y | +266.1% | +119.5% | +146.6% | +132.7% |
| 5Y | +407.4% | +48.2% | +359.2% | +282.5% |
| All | +152.0% | +223.4% | -71.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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