+266.1%
GE vs STM
+16.3%
+249.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.7% | +12.0% | -9.4% | +0.8% |
| 30D | +8.1% | -0.4% | +8.4% | +7.9% |
| 3M | -7.9% | -13.2% | +5.3% | -6.3% |
| 6M | +12.9% | -26.1% | +39.0% | +15.5% |
| YTD | +8.2% | +81.2% | -73.0% | -7.2% |
| 1Y | +9.7% | +98.3% | -88.6% | -7.6% |
| 3Y | +266.1% | +16.7% | +249.4% | +222.8% |
| All | +266.1% | +16.3% | +249.8% | +222.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling