+411.3%
GE vs S
-57.8%
+469.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +1.2% | -5.8% | +7.0% | +1.8% |
| 30D | -9.5% | -9.2% | -0.3% | -8.7% |
| 3M | +4.1% | +23.4% | -19.2% | +1.1% |
| 6M | +3.9% | +36.9% | -33.0% | -0.9% |
| YTD | +9.0% | +29.5% | -20.5% | +4.4% |
| 1Y | +21.9% | +5.4% | +16.5% | +19.5% |
| 3Y | +281.8% | +14.7% | +267.1% | +265.8% |
| 5Y | +436.7% | -71.5% | +508.3% | +428.3% |
| All | +411.3% | -57.8% | +469.1% | +424.9% |
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