+436.6%
GE vs RF
+89.8%
+346.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | -11.6% | -3.6% | -8.0% | -10.1% |
| 3M | +3.0% | +8.1% | -5.1% | -0.4% |
| 6M | -0.5% | +11.5% | -12.0% | -5.0% |
| YTD | +9.7% | +15.6% | -5.8% | +2.9% |
| 1Y | +20.0% | +15.7% | +4.4% | +12.1% |
| 3Y | +275.8% | +86.9% | +188.9% | +179.7% |
| All | +436.6% | +89.8% | +346.7% | +265.8% |
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