+147.5%
GE vs SPYG
+424.6%
-277.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -4.0% | -0.9% | -3.1% | -3.3% |
| 30D | -11.4% | -1.5% | -9.9% | -10.3% |
| 3M | -2.6% | +3.7% | -6.3% | -5.9% |
| 6M | -0.3% | +16.4% | -16.8% | -12.6% |
| YTD | +5.4% | +13.3% | -8.0% | -5.6% |
| 1Y | +15.5% | +17.9% | -2.3% | +0.1% |
| 3Y | +260.8% | +98.3% | +162.4% | +101.9% |
| 5Y | +421.6% | +86.4% | +335.2% | +203.1% |
| All | +147.5% | +424.6% | -277.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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