+286.3%
GE vs USAR
+74.0%
+212.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.6% |
| 30D | -11.6% | +2.6% | -14.2% | -11.6% |
| 3M | +3.0% | -35.0% | +38.0% | +3.3% |
| 6M | -0.5% | -6.9% | +6.4% | -0.7% |
| YTD | +9.7% | +48.0% | -38.2% | +9.4% |
| 1Y | +20.0% | +24.8% | -4.8% | +20.0% |
| 3Y | +275.8% | +73.2% | +202.6% | +324.5% |
| All | +286.3% | +74.0% | +212.3% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling