+417.9%
GE vs UL
+19.6%
+398.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | -11.3% | -0.6% | -10.7% | -11.2% |
| 3M | -1.4% | +9.4% | -10.8% | -4.2% |
| 6M | +1.2% | -4.1% | +5.3% | +1.8% |
| YTD | +5.9% | -2.0% | +7.9% | +5.8% |
| 1Y | +18.4% | -9.0% | +27.4% | +20.6% |
| 3Y | +271.0% | +21.8% | +249.2% | +237.7% |
| 5Y | +417.9% | +20.6% | +397.3% | +363.4% |
| All | +417.9% | +19.6% | +398.3% | +363.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling