+157.4%
GE vs SM
+4.2%
+153.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +5.4% | -19.5% | +24.9% | +8.4% |
| 30D | +9.6% | -20.2% | +29.9% | +12.7% |
| 3M | -7.7% | -6.5% | -1.2% | -7.7% |
| 6M | +14.0% | +1.6% | +12.5% | +11.3% |
| YTD | +10.2% | +61.2% | -51.1% | -1.5% |
| 1Y | +8.9% | +65.4% | -56.5% | -3.3% |
| 3Y | +273.7% | -13.0% | +286.7% | +258.0% |
| 5Y | +410.2% | -4.3% | +414.5% | +361.8% |
| 10Y | +157.4% | +3.0% | +154.4% | +59.7% |
| All | +157.4% | +4.2% | +153.2% | +59.7% |
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