+280.4%
GE vs USB
+95.2%
+185.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -11.6% | -1.3% | -10.3% | -11.1% |
| 3M | +3.0% | +15.2% | -12.2% | -2.5% |
| 6M | -0.5% | +18.8% | -19.4% | -6.9% |
| YTD | +9.7% | +21.0% | -11.3% | +1.8% |
| 1Y | +20.0% | +34.0% | -14.0% | +7.2% |
| All | +280.4% | +95.2% | +185.2% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling