+3.7%
GE vs USB
+33.6%
-29.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.3% |
| 7D | +0.5% | -1.5% | +2.0% | +1.4% |
| 30D | +1.7% | +4.3% | -2.6% | -0.3% |
| 3M | -17.3% | -6.1% | -11.2% | -14.5% |
| 6M | +10.1% | +9.4% | +0.7% | +4.8% |
| YTD | +2.6% | +15.2% | -12.6% | -4.5% |
| 1Y | +3.7% | +32.8% | -29.0% | -6.4% |
| All | +3.7% | +33.6% | -29.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling