+410.2%
GE vs RF
+45.3%
+364.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +5.4% | +0.3% | +5.0% | +5.3% |
| 30D | +9.6% | +6.2% | +3.5% | +6.9% |
| 3M | -7.7% | -7.8% | +0.1% | -4.5% |
| 6M | +14.0% | +5.9% | +8.1% | +11.1% |
| YTD | +10.2% | +9.0% | +1.1% | +5.9% |
| 1Y | +8.9% | +19.3% | -10.3% | +0.7% |
| 3Y | +273.7% | +116.4% | +157.2% | +161.8% |
| 5Y | +410.2% | +46.0% | +364.2% | +321.3% |
| All | +410.2% | +45.3% | +364.9% | +321.3% |
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