+195.8%
GE vs TRU
+243.6%
-47.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | +8.1% | +21.3% | -13.2% | +0.6% |
| 3M | -7.9% | +0.2% | -8.1% | -9.0% |
| 6M | +12.9% | +22.4% | -9.5% | +3.1% |
| YTD | +8.2% | -4.8% | +13.0% | +6.5% |
| 1Y | +9.7% | -0.2% | +9.9% | +5.9% |
| 3Y | +266.1% | +57.9% | +208.2% | +182.0% |
| 5Y | +407.4% | -26.1% | +433.5% | +414.9% |
| 10Y | +150.3% | +184.8% | -34.5% | +64.5% |
| All | +195.8% | +243.6% | -47.8% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling