+405.9%
GE vs RF
+45.4%
+360.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | +5.1% | +0.4% | +4.8% | +5.0% |
| 30D | +7.6% | +5.6% | +2.0% | +5.2% |
| 3M | -9.3% | -8.9% | -0.4% | -5.7% |
| 6M | +11.5% | +7.1% | +4.5% | +8.3% |
| YTD | +7.9% | +8.3% | -0.5% | +4.0% |
| 1Y | +7.6% | +16.8% | -9.2% | +0.4% |
| 3Y | +265.9% | +115.0% | +150.8% | +157.1% |
| 5Y | +405.9% | +46.4% | +359.5% | +316.7% |
| All | +405.9% | +45.4% | +360.6% | +316.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling