+2,765.1%
GE vs SO
+6,268.1%
-3,503.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | +7.1% | -1.5% | +8.6% | +7.7% |
| 30D | +6.5% | +8.1% | -1.6% | +3.1% |
| 3M | -13.6% | +0.2% | -13.8% | -13.8% |
| 6M | +6.0% | +0.4% | +5.6% | +5.4% |
| YTD | +5.4% | +8.5% | -3.1% | +1.3% |
| 1Y | +6.5% | +4.9% | +1.5% | +3.6% |
| 3Y | +268.6% | +47.9% | +220.7% | +206.9% |
| 5Y | +389.0% | +75.7% | +313.4% | +274.5% |
| 10Y | +163.3% | +178.0% | -14.7% | +65.7% |
| All | +2,765.1% | +6,268.1% | -3,503.0% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling