+230.5%
GE vs SPYM
+812.4%
-581.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +2.7% | +2.6% | +0.1% | -0.1% |
| 30D | +8.1% | -2.0% | +10.1% | +10.5% |
| 3M | -7.9% | -2.8% | -5.1% | -5.0% |
| 6M | +12.9% | +2.2% | +10.7% | +10.3% |
| YTD | +8.2% | +11.5% | -3.4% | -3.6% |
| 1Y | +9.7% | +13.5% | -3.8% | -4.1% |
| 3Y | +266.1% | +78.0% | +188.1% | +98.5% |
| 5Y | +407.4% | +73.1% | +334.2% | +183.2% |
| 10Y | +150.3% | +310.9% | -160.5% | -43.2% |
| All | +230.5% | +812.4% | -581.8% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling