+1,639.7%
GE vs SPG
+5,256.9%
-3,617.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.6% |
| 30D | -11.6% | -6.8% | -4.7% | -8.9% |
| 3M | +3.0% | +2.7% | +0.3% | +1.6% |
| 6M | -0.5% | +5.5% | -6.0% | -2.9% |
| YTD | +9.7% | +15.7% | -6.0% | +2.9% |
| 1Y | +20.0% | +20.9% | -0.8% | +10.2% |
| 3Y | +275.8% | +112.4% | +163.5% | +168.6% |
| 5Y | +429.1% | +101.4% | +327.7% | +282.2% |
| 10Y | +151.2% | +60.6% | +90.5% | +77.1% |
| All | +1,639.7% | +5,256.9% | -3,617.2% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling