+162.4%
GE vs STM
+433.9%
-271.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +2.0% |
| 7D | +6.3% | -5.6% | +11.8% | +7.6% |
| 30D | +8.9% | -14.4% | +23.3% | +12.9% |
| 3M | -9.2% | -20.5% | +11.3% | -4.5% |
| 6M | +13.2% | -24.5% | +37.7% | +16.9% |
| YTD | +9.4% | +72.7% | -63.3% | -11.9% |
| 1Y | +9.8% | +91.0% | -81.2% | -14.3% |
| 3Y | +278.2% | +13.5% | +264.7% | +223.3% |
| 5Y | +396.0% | -9.2% | +405.2% | +338.2% |
| 10Y | +162.4% | +422.5% | -260.2% | +78.7% |
| All | +162.4% | +433.9% | -271.5% | +78.7% |
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