+2,895.1%
GE vs UL
+2,758.7%
+136.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +5.4% | +2.6% | +2.8% | +4.2% |
| 30D | +9.6% | +6.8% | +2.9% | +6.6% |
| 3M | -7.7% | +5.7% | -13.5% | -10.1% |
| 6M | +14.0% | +15.9% | -1.8% | +6.5% |
| YTD | +10.2% | +4.3% | +5.9% | +7.1% |
| 1Y | +8.9% | -0.4% | +9.3% | +7.6% |
| 3Y | +273.7% | +35.0% | +238.7% | +220.2% |
| 5Y | +410.2% | +31.6% | +378.6% | +335.1% |
| 10Y | +157.4% | +104.6% | +52.8% | +76.8% |
| All | +2,895.1% | +2,758.7% | +136.4% | +647.4% |
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 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