+152.0%
GE vs SO
+197.2%
-45.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.1% |
| 30D | +8.1% | +4.7% | +3.4% | +5.9% |
| 3M | -7.9% | +1.7% | -9.5% | -8.6% |
| 6M | +12.9% | +2.2% | +10.7% | +11.4% |
| YTD | +8.2% | +10.0% | -1.8% | +3.0% |
| 1Y | +9.7% | +6.0% | +3.6% | +6.0% |
| 3Y | +266.1% | +54.1% | +212.0% | +190.5% |
| 5Y | +407.4% | +79.6% | +327.7% | +264.5% |
| All | +152.0% | +197.2% | -45.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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