+390.5%
GE vs RF
+42.5%
+348.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +7.1% | -0.9% | +8.0% | +7.6% |
| 30D | +6.5% | +6.0% | +0.4% | +3.9% |
| 3M | -13.6% | -8.9% | -4.7% | -10.1% |
| 6M | +6.0% | +2.3% | +3.6% | +4.8% |
| YTD | +5.4% | +7.6% | -2.2% | +1.8% |
| 1Y | +6.5% | +21.2% | -14.7% | -2.2% |
| 3Y | +268.6% | +108.5% | +160.1% | +162.5% |
| All | +390.5% | +42.5% | +348.0% | +312.8% |
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