+2,883.5%
GE vs UL
+2,661.1%
+222.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | -11.6% | +0.5% | -12.0% | -11.8% |
| 3M | +3.0% | +17.6% | -14.6% | -4.1% |
| 6M | -0.5% | -5.4% | +4.8% | +1.1% |
| YTD | +9.7% | +0.7% | +9.0% | +8.5% |
| 1Y | +20.0% | -9.3% | +29.3% | +23.2% |
| 3Y | +275.8% | +24.5% | +251.3% | +233.7% |
| 5Y | +429.1% | +23.2% | +405.9% | +364.7% |
| 10Y | +151.2% | +64.5% | +86.7% | +89.4% |
| All | +2,883.5% | +2,661.1% | +222.5% | +656.9% |
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