+165.7%
GE vs XYZ
+638.9%
-473.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | -11.6% | -1.7% | -9.9% | -11.4% |
| 3M | +3.0% | +16.7% | -13.7% | -0.1% |
| 6M | -0.5% | +26.9% | -27.4% | -5.1% |
| YTD | +9.7% | +27.1% | -17.4% | +4.0% |
| 1Y | +20.0% | +9.3% | +10.8% | +16.4% |
| 3Y | +275.8% | +42.3% | +233.6% | +235.9% |
| 5Y | +429.1% | -69.3% | +498.4% | +462.2% |
| 10Y | +151.2% | +586.8% | -435.6% | +65.1% |
| All | +165.7% | +638.9% | -473.3% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling