+157.4%
GE vs SO
+188.2%
-30.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +9.6% | +8.7% | +1.0% | +5.8% |
| 3M | -7.7% | +3.4% | -11.1% | -9.1% |
| 6M | +14.0% | +3.7% | +10.3% | +11.7% |
| YTD | +10.2% | +10.0% | +0.1% | +4.8% |
| 1Y | +8.9% | +6.6% | +2.3% | +5.0% |
| 3Y | +273.7% | +52.5% | +221.2% | +198.0% |
| 5Y | +410.2% | +76.1% | +334.2% | +270.6% |
| 10Y | +157.4% | +194.9% | -37.5% | +61.4% |
| All | +157.4% | +188.2% | -30.8% | +61.4% |
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