+158.6%
GE vs SM
+10.6%
+148.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.1% | +0.6% |
| 7D | +4.0% | +0.3% | +3.7% | +4.0% |
| 30D | +11.1% | -17.3% | +28.4% | +13.6% |
| 3M | -6.7% | -3.6% | -3.1% | -7.2% |
| 6M | +14.3% | +2.9% | +11.4% | +11.4% |
| YTD | +11.7% | +70.2% | -58.5% | -0.9% |
| 1Y | +10.9% | +66.5% | -55.6% | -1.5% |
| 3Y | +279.0% | -8.2% | +287.2% | +260.2% |
| 5Y | +427.0% | -1.5% | +428.5% | +375.1% |
| 10Y | +158.6% | +11.9% | +146.7% | +59.3% |
| All | +158.6% | +10.6% | +148.0% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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