+2,820.1%
GE vs USB
+8,296.0%
-5,475.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.9% |
| 7D | +9.4% | +2.4% | +7.0% | +8.3% |
| 30D | +7.5% | +6.6% | +1.0% | +4.5% |
| 3M | -12.5% | -4.1% | -8.5% | -11.0% |
| 6M | +17.8% | +12.5% | +5.3% | +11.5% |
| YTD | +7.4% | +17.6% | -10.2% | -0.4% |
| 1Y | +8.9% | +36.5% | -27.6% | -5.6% |
| 3Y | +285.5% | +95.4% | +190.1% | +178.5% |
| 5Y | +415.2% | +26.1% | +389.0% | +337.8% |
| 10Y | +168.4% | +101.3% | +67.1% | +86.1% |
| All | +2,820.1% | +8,296.0% | -5,475.9% | +676.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling