+2,070.2%
GE vs SM
+1,264.2%
+806.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.5% | +4.2% |
| 7D | +6.3% | -22.3% | +28.5% | +9.9% |
| 30D | +8.9% | -21.4% | +30.2% | +12.2% |
| 3M | -9.2% | +1.4% | -10.6% | -10.3% |
| 6M | +13.2% | +0.1% | +13.1% | +10.9% |
| YTD | +9.4% | +59.0% | -49.6% | -1.5% |
| 1Y | +9.8% | +64.3% | -54.6% | -1.9% |
| 3Y | +278.2% | -13.1% | +291.3% | +263.2% |
| 5Y | +396.0% | -13.9% | +409.9% | +358.3% |
| 10Y | +162.4% | +1.7% | +160.7% | +73.3% |
| All | +2,070.2% | +1,264.2% | +806.0% | +867.5% |
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 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