+147.5%
GE vs XYZ
+610.4%
-462.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.0% | -4.3% | +0.3% | -3.2% |
| 30D | -11.4% | +1.2% | -12.6% | -11.7% |
| 3M | -2.6% | +14.6% | -17.3% | -5.3% |
| 6M | -0.3% | +22.6% | -22.9% | -4.5% |
| YTD | +5.4% | +21.7% | -16.3% | +0.4% |
| 1Y | +15.5% | +6.7% | +8.8% | +12.3% |
| 3Y | +260.8% | +46.8% | +213.9% | +219.0% |
| 5Y | +421.6% | -68.0% | +489.7% | +454.4% |
| All | +147.5% | +610.4% | -462.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling