+2,841.0%
GE vs UL
+2,770.2%
+70.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.7% | +1.1% | +1.5% | +2.2% |
| 30D | +8.1% | +4.5% | +3.6% | +6.0% |
| 3M | -7.9% | +6.5% | -14.3% | -10.5% |
| 6M | +12.9% | +18.2% | -5.3% | +4.6% |
| YTD | +8.2% | +4.7% | +3.5% | +5.0% |
| 1Y | +9.7% | +0.8% | +8.9% | +7.8% |
| 3Y | +266.1% | +35.9% | +230.2% | +212.8% |
| 5Y | +407.4% | +33.4% | +374.0% | +330.1% |
| 10Y | +150.3% | +106.9% | +43.4% | +71.1% |
| All | +2,841.0% | +2,770.2% | +70.8% | +632.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling