+152.0%
GE vs SPG
+59.6%
+92.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.8% |
| 7D | -1.2% | -1.7% | +0.4% | -0.5% |
| 30D | -11.3% | -6.3% | -5.0% | -8.7% |
| 3M | -1.4% | -2.4% | +1.0% | -0.6% |
| 6M | +1.2% | +9.6% | -8.4% | -3.0% |
| YTD | +5.9% | +14.2% | -8.3% | -0.3% |
| 1Y | +18.4% | +19.3% | -0.9% | +9.0% |
| 3Y | +271.0% | +106.7% | +164.3% | +165.3% |
| 5Y | +417.9% | +104.2% | +313.7% | +267.3% |
| 10Y | +152.0% | +63.7% | +88.3% | +72.4% |
| All | +152.0% | +59.6% | +92.4% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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