+152.0%
GE vs SO
+155.9%
-3.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -1.2% | 0.0% | -1.3% | -1.3% |
| 30D | -11.3% | -2.5% | -8.8% | -10.4% |
| 3M | -1.4% | -4.2% | +2.8% | +0.1% |
| 6M | +1.2% | -7.7% | +8.9% | +4.1% |
| YTD | +5.9% | +3.8% | +2.1% | +3.5% |
| 1Y | +18.4% | +0.1% | +18.4% | +17.2% |
| 3Y | +271.0% | +44.2% | +226.8% | +203.6% |
| 5Y | +417.9% | +57.9% | +360.1% | +298.1% |
| 10Y | +152.0% | +162.0% | -10.0% | +66.3% |
| All | +152.0% | +155.9% | -3.9% | +66.3% |
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