+499.4%
GE vs RL
+1,476.5%
-977.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.2% |
| 7D | +7.1% | -4.2% | +11.3% | +8.6% |
| 30D | +6.5% | +4.3% | +2.2% | +5.0% |
| 3M | -13.6% | -4.6% | -9.0% | -12.3% |
| 6M | +6.0% | +1.7% | +4.3% | +4.4% |
| YTD | +5.4% | +7.3% | -2.0% | +1.9% |
| 1Y | +6.5% | +20.8% | -14.3% | -1.3% |
| 3Y | +268.6% | +247.0% | +21.6% | +134.0% |
| 5Y | +389.0% | +225.5% | +163.6% | +210.1% |
| 10Y | +163.3% | +363.0% | -199.7% | +40.5% |
| All | +499.4% | +1,476.5% | -977.1% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 all: compounded portfolio wealth divided by compounded RL 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…
all analysis · Full analysis span regression · 6 months rolling