+157.4%
GE vs SPY
+304.1%
-146.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +5.4% | -0.6% | +6.0% | +6.1% |
| 30D | +9.6% | -3.7% | +13.3% | +14.4% |
| 3M | -7.7% | -2.7% | -5.0% | -4.8% |
| 6M | +14.0% | +2.2% | +11.8% | +11.2% |
| YTD | +10.2% | +10.8% | -0.7% | -1.7% |
| 1Y | +8.9% | +11.2% | -2.3% | -3.2% |
| 3Y | +273.7% | +76.5% | +197.2% | +98.3% |
| 5Y | +410.2% | +72.9% | +337.3% | +177.1% |
| 10Y | +157.4% | +304.8% | -147.4% | -39.5% |
| All | +157.4% | +304.1% | -146.7% | -39.5% |
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