+147.8%
GE vs UL
+65.6%
+82.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -2.8% | -4.1% | +1.3% | -1.4% |
| 30D | -11.9% | -1.2% | -10.7% | -11.6% |
| 3M | +1.8% | +6.0% | -4.1% | -0.6% |
| 6M | -0.6% | -5.5% | +4.9% | +0.8% |
| YTD | +5.5% | -3.3% | +8.8% | +6.0% |
| 1Y | +15.0% | -9.8% | +24.7% | +17.9% |
| 3Y | +269.5% | +20.1% | +249.4% | +235.5% |
| 5Y | +422.4% | +19.2% | +403.2% | +368.6% |
| All | +147.8% | +65.6% | +82.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling