+436.6%
GE vs STM
+20.8%
+415.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | -1.6% | +5.8% | -7.4% | -2.8% |
| 30D | -11.6% | -1.0% | -10.6% | -11.5% |
| 3M | +3.0% | -33.3% | +36.3% | +11.0% |
| 6M | -0.5% | +57.4% | -57.9% | -15.1% |
| YTD | +9.7% | +102.2% | -92.4% | -12.8% |
| 1Y | +20.0% | +99.6% | -79.6% | -5.1% |
| 3Y | +275.8% | +14.5% | +261.3% | +232.4% |
| All | +436.6% | +20.8% | +415.8% | +338.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling