+9.7%
GE vs S
+30.9%
-21.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.7% | +2.0% | +0.7% | +2.7% |
| 30D | +8.1% | -2.7% | +10.8% | +8.1% |
| 3M | -7.9% | -6.9% | -1.0% | -7.5% |
| 6M | +12.9% | +38.1% | -25.2% | +13.2% |
| YTD | +8.2% | +48.0% | -39.8% | +8.9% |
| 1Y | +9.7% | +34.5% | -24.8% | +12.1% |
| All | +9.7% | +30.9% | -21.2% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling