+422.4%
GE vs TRU
-36.7%
+459.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.8% | -9.4% | +6.6% | -0.4% |
| 30D | -11.9% | -4.1% | -7.8% | -11.2% |
| 3M | +1.8% | +13.6% | -11.7% | -2.4% |
| 6M | -0.6% | +3.6% | -4.2% | -2.6% |
| YTD | +5.5% | -9.8% | +15.3% | +6.5% |
| 1Y | +15.0% | -13.6% | +28.6% | +16.8% |
| 3Y | +269.5% | -2.0% | +271.5% | +256.8% |
| 5Y | +422.4% | -35.8% | +458.3% | +490.4% |
| All | +422.4% | -36.7% | +459.1% | +490.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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