+268.6%
GE vs USAR
-19.7%
+288.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | +2.5% |
| 7D | +7.1% | -14.5% | +21.6% | +7.4% |
| 30D | +6.5% | -37.8% | +44.3% | +7.3% |
| 3M | -13.6% | -52.8% | +39.2% | -12.6% |
| 6M | +6.0% | -71.2% | +77.2% | +7.5% |
| YTD | +5.4% | -30.9% | +36.3% | +6.4% |
| 1Y | +6.5% | -48.0% | +54.5% | +7.4% |
| 3Y | +268.6% | -19.7% | +288.3% | +312.5% |
| All | +268.6% | -19.7% | +288.3% | +312.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling