+151.2%
GE vs ROL
+213.5%
-62.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | +5.1% | -1.7% | +6.8% | +5.7% |
| 30D | +7.6% | +18.5% | -11.0% | +2.0% |
| 3M | -9.3% | +4.3% | -13.6% | -10.7% |
| 6M | +11.5% | -27.7% | +39.3% | +22.5% |
| YTD | +7.9% | -35.8% | +43.7% | +22.8% |
| 1Y | +7.6% | -34.1% | +41.7% | +21.3% |
| 3Y | +265.9% | +2.9% | +262.9% | +248.9% |
| 5Y | +405.9% | +12.7% | +393.2% | +358.1% |
| All | +151.2% | +213.5% | -62.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling