-13.6%
GE vs U
+43.0%
-56.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.6% |
| 7D | +7.1% | +36.6% | -29.5% | +5.6% |
| 30D | +6.5% | +13.3% | -6.9% | +5.8% |
| 3M | -13.6% | +26.2% | -39.7% | -15.4% |
| All | -13.6% | +43.0% | -56.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 3mo: compounded portfolio wealth divided by compounded U 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…
3mo analysis · Full analysis span regression · Available span rolling