+283.8%
GE vs USAR
+74.5%
+209.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +1.2% | +2.3% | -1.2% | +1.1% |
| 30D | -9.5% | -8.6% | -0.9% | -9.4% |
| 3M | +4.1% | -20.5% | +24.6% | +4.2% |
| 6M | +3.9% | +1.2% | +2.7% | +3.8% |
| YTD | +9.0% | +48.4% | -39.4% | +8.7% |
| 1Y | +21.9% | +30.6% | -8.7% | +21.9% |
| 3Y | +281.8% | +73.6% | +208.1% | +330.5% |
| All | +283.8% | +74.5% | +209.3% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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