+152.0%
GE vs UL
+107.7%
+44.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.7% | +0.3% | +2.3% | +2.5% |
| 30D | +8.1% | +3.7% | +4.4% | +6.6% |
| 3M | -7.9% | +5.6% | -13.5% | -9.8% |
| 6M | +12.9% | +17.2% | -4.3% | +6.1% |
| YTD | +8.2% | +3.9% | +4.3% | +5.8% |
| 1Y | +9.7% | 0.0% | +9.7% | +8.5% |
| 3Y | +266.1% | +34.8% | +231.3% | +217.7% |
| 5Y | +407.4% | +32.4% | +375.0% | +336.5% |
| All | +152.0% | +107.7% | +44.3% | +107.6% |
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