+155.5%
GE vs STM
+398.5%
-243.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.5% |
| 7D | +7.1% | -10.7% | +17.8% | +10.1% |
| 30D | +6.5% | -25.7% | +32.2% | +14.4% |
| 3M | -13.6% | -21.6% | +8.0% | -8.8% |
| 6M | +6.0% | -27.8% | +33.8% | +10.6% |
| YTD | +5.4% | +61.8% | -56.4% | -13.7% |
| 1Y | +6.5% | +78.1% | -71.6% | -15.4% |
| 3Y | +268.6% | +4.9% | +263.7% | +222.0% |
| 5Y | +389.0% | -14.3% | +403.3% | +338.3% |
| All | +155.5% | +398.5% | -243.0% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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