+413.0%
GE vs S
-48.9%
+461.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.0% | -4.2% | +2.9% |
| 7D | +6.3% | +1.6% | +4.7% | +6.1% |
| 30D | +8.9% | -10.5% | +19.3% | +9.9% |
| 3M | -9.2% | +9.9% | -19.1% | -10.8% |
| 6M | +13.2% | +41.8% | -28.5% | +7.6% |
| YTD | +9.4% | +56.8% | -47.4% | +2.0% |
| 1Y | +9.8% | +39.0% | -29.2% | +3.8% |
| 3Y | +278.2% | +53.8% | +224.4% | +249.8% |
| 5Y | +396.0% | -68.6% | +464.6% | +373.8% |
| All | +413.0% | -48.9% | +461.9% | +413.1% |
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