+224.1%
GE vs VIG
+655.7%
-431.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.4% |
| 7D | +5.1% | +3.1% | +2.0% | +1.2% |
| 30D | +7.6% | +5.0% | +2.5% | +1.2% |
| 3M | -9.3% | +2.7% | -12.0% | -12.2% |
| 6M | +11.5% | +11.0% | +0.6% | -1.9% |
| YTD | +7.9% | +16.0% | -8.1% | -9.9% |
| 1Y | +7.6% | +16.3% | -8.6% | -10.4% |
| 3Y | +265.9% | +66.8% | +199.0% | +95.7% |
| 5Y | +405.9% | +64.8% | +341.2% | +175.7% |
| 10Y | +149.6% | +263.6% | -114.0% | -48.8% |
| All | +224.1% | +655.7% | -431.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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