+436.7%
GE vs SM
+111.2%
+325.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.1% |
| 7D | +1.2% | -0.2% | +1.3% | +1.1% |
| 30D | -9.5% | +31.5% | -41.0% | -12.7% |
| 3M | +4.1% | +17.3% | -13.2% | +1.3% |
| 6M | +3.9% | +48.5% | -44.6% | -4.1% |
| YTD | +9.0% | +106.3% | -97.2% | -5.7% |
| 1Y | +21.9% | +47.3% | -25.4% | +11.7% |
| 3Y | +281.8% | -1.4% | +283.2% | +264.1% |
| 5Y | +436.7% | +114.0% | +322.7% | +295.5% |
| All | +436.7% | +111.2% | +325.5% | +295.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling