+152.0%
GE vs SPY
+312.5%
-160.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.3% |
| 7D | -1.2% | -0.4% | -0.9% | -0.8% |
| 30D | -11.3% | -1.4% | -9.9% | -9.9% |
| 3M | -1.4% | +3.7% | -5.1% | -5.4% |
| 6M | +1.2% | +13.0% | -11.8% | -11.7% |
| YTD | +5.9% | +12.4% | -6.5% | -7.0% |
| 1Y | +18.4% | +18.5% | -0.1% | -2.0% |
| 3Y | +271.0% | +77.6% | +193.3% | +95.7% |
| 5Y | +417.9% | +81.7% | +336.3% | +165.8% |
| 10Y | +152.0% | +319.7% | -167.7% | -45.4% |
| All | +152.0% | +312.5% | -160.6% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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