+436.6%
GE vs S
-71.4%
+507.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.6% | -7.7% | +6.1% | -0.7% |
| 30D | -11.6% | -5.3% | -6.2% | -11.2% |
| 3M | +3.0% | +20.3% | -17.2% | +0.1% |
| 6M | -0.5% | +47.4% | -47.9% | -6.4% |
| YTD | +9.7% | +32.5% | -22.8% | +4.4% |
| 1Y | +20.0% | +9.5% | +10.5% | +16.8% |
| 3Y | +275.8% | +15.5% | +260.3% | +257.7% |
| All | +436.6% | -71.4% | +507.9% | +440.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling