+2,077.1%
GE vs SM
+1,608.3%
+468.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.6% | +26.3% | -37.9% | -14.8% |
| 3M | +3.0% | +8.7% | -5.7% | +0.8% |
| 6M | -0.5% | +51.7% | -52.2% | -8.6% |
| YTD | +9.7% | +99.0% | -89.3% | -3.6% |
| 1Y | +20.0% | +34.6% | -14.6% | +11.3% |
| 3Y | +275.8% | -7.8% | +283.6% | +260.0% |
| 5Y | +429.1% | +104.8% | +324.3% | +331.4% |
| 10Y | +151.2% | +7.2% | +143.9% | +65.1% |
| All | +2,077.1% | +1,608.3% | +468.8% | +846.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling