+390.5%
GE vs S
-67.4%
+457.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | +7.1% | -13.4% | +20.5% | +8.9% |
| 30D | +6.5% | -14.0% | +20.4% | +8.1% |
| 3M | -13.6% | +4.9% | -18.4% | -14.8% |
| 6M | +6.0% | +42.0% | -36.0% | -0.2% |
| YTD | +5.4% | +45.1% | -39.8% | -1.8% |
| 1Y | +6.5% | +33.1% | -26.6% | +0.3% |
| 3Y | +268.6% | +40.6% | +228.0% | +239.3% |
| All | +390.5% | -67.4% | +457.9% | +412.0% |
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