+407.3%
GE vs S
-51.7%
+459.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.7% | +2.0% | +0.7% | +2.4% |
| 30D | +8.1% | -2.7% | +10.8% | +8.2% |
| 3M | -7.9% | -6.9% | -1.0% | -7.7% |
| 6M | +12.9% | +38.1% | -25.2% | +7.6% |
| YTD | +8.2% | +48.0% | -39.8% | +1.5% |
| 1Y | +9.7% | +34.5% | -24.8% | +4.1% |
| 3Y | +266.1% | +38.3% | +227.8% | +242.4% |
| 5Y | +407.4% | -70.9% | +478.3% | +387.2% |
| All | +407.3% | -51.7% | +459.1% | +410.6% |
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