+229.7%
GE vs VIG
+623.5%
-393.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.1% |
| 30D | -11.6% | -1.0% | -10.6% | -10.5% |
| 3M | +3.0% | +2.8% | +0.3% | -0.4% |
| 6M | -0.5% | +8.2% | -8.7% | -9.5% |
| YTD | +9.7% | +11.0% | -1.3% | -3.2% |
| 1Y | +20.0% | +16.1% | +3.9% | 0.0% |
| 3Y | +275.8% | +56.2% | +219.7% | +118.3% |
| 5Y | +429.1% | +63.0% | +366.1% | +192.1% |
| 10Y | +151.2% | +241.4% | -90.3% | -44.3% |
| All | +229.7% | +623.5% | -393.8% | -69.8% |
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