+147.5%
GE vs SPYM
+325.3%
-177.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.1% |
| 30D | -11.4% | -1.1% | -10.3% | -10.4% |
| 3M | -2.6% | +3.9% | -6.5% | -6.8% |
| 6M | -0.3% | +13.6% | -14.0% | -13.5% |
| YTD | +5.4% | +12.7% | -7.4% | -7.7% |
| 1Y | +15.5% | +17.6% | -2.1% | -3.4% |
| 3Y | +260.8% | +77.2% | +183.5% | +92.2% |
| 5Y | +421.6% | +84.1% | +337.5% | +165.9% |
| All | +147.5% | +325.3% | -177.8% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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