+416.7%
GE vs S
-49.1%
+465.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | +9.6% | -10.8% | +20.5% | +10.7% |
| 3M | -7.7% | +5.4% | -13.1% | -8.9% |
| 6M | +14.0% | +41.2% | -27.2% | +8.4% |
| YTD | +10.2% | +56.2% | -46.0% | +2.8% |
| 1Y | +8.9% | +36.3% | -27.4% | +3.2% |
| 3Y | +273.7% | +49.4% | +224.2% | +246.6% |
| 5Y | +410.2% | -66.9% | +477.1% | +388.6% |
| All | +416.7% | -49.1% | +465.7% | +417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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