+489.0%
GE vs SMR
-52.0%
+541.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.8% | +4.4% | -2.8% |
| 7D | +5.1% | +10.3% | -5.2% | +4.1% |
| 30D | +7.6% | -25.7% | +33.3% | +10.0% |
| 3M | -9.3% | -49.7% | +40.4% | -4.6% |
| 6M | +11.5% | -59.8% | +71.4% | +18.6% |
| YTD | +7.9% | -66.0% | +73.9% | +14.7% |
| 1Y | +7.6% | -81.4% | +89.1% | +19.9% |
| 3Y | +265.9% | +130.6% | +135.2% | +202.6% |
| All | +489.0% | -52.0% | +541.1% | +471.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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