+162.4%
GE vs SO
+184.0%
-21.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.3% |
| 7D | +6.3% | -1.1% | +7.4% | +6.7% |
| 30D | +8.9% | +8.6% | +0.3% | +5.1% |
| 3M | -9.2% | +1.8% | -11.0% | -10.0% |
| 6M | +13.2% | +3.6% | +9.6% | +11.0% |
| YTD | +9.4% | +9.9% | -0.6% | +4.2% |
| 1Y | +9.8% | +5.7% | +4.1% | +6.3% |
| 3Y | +278.2% | +52.5% | +225.7% | +202.0% |
| 5Y | +396.0% | +77.3% | +318.7% | +259.5% |
| 10Y | +162.4% | +186.8% | -24.4% | +67.7% |
| All | +162.4% | +184.0% | -21.6% | +67.7% |
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