+153.1%
GE vs USB
+107.5%
+45.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.4% |
| 30D | -11.6% | -1.3% | -10.3% | -10.9% |
| 3M | +3.0% | +15.2% | -12.2% | -5.3% |
| 6M | -0.5% | +18.8% | -19.4% | -10.1% |
| YTD | +9.7% | +21.0% | -11.3% | -2.3% |
| 1Y | +20.0% | +34.0% | -14.0% | +0.2% |
| 3Y | +275.8% | +95.3% | +180.5% | +138.6% |
| 5Y | +429.1% | +40.4% | +388.7% | +301.5% |
| All | +153.1% | +107.5% | +45.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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