+417.9%
GE vs XYZ
-69.0%
+486.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.7% |
| 7D | -1.2% | -3.7% | +2.5% | -0.5% |
| 30D | -11.3% | +0.5% | -11.8% | -11.5% |
| 3M | -1.4% | +16.3% | -17.7% | -4.6% |
| 6M | +1.2% | +21.1% | -19.9% | -3.2% |
| YTD | +5.9% | +22.0% | -16.1% | +0.5% |
| 1Y | +18.4% | +5.2% | +13.2% | +15.2% |
| 3Y | +271.0% | +49.6% | +221.4% | +222.5% |
| 5Y | +417.9% | -68.4% | +486.4% | +412.4% |
| All | +417.9% | -69.0% | +486.9% | +412.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling