+161.9%
GE vs XYZ
+655.2%
-493.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +2.7% | -1.1% | +3.7% | +2.8% |
| 30D | +8.1% | +11.5% | -3.4% | +5.9% |
| 3M | -7.9% | +1.8% | -9.6% | -8.4% |
| 6M | +12.9% | +21.2% | -8.3% | +8.6% |
| YTD | +8.2% | +29.9% | -21.8% | +1.9% |
| 1Y | +9.7% | +35.8% | -26.1% | +2.4% |
| 3Y | +266.1% | +62.6% | +203.5% | +220.3% |
| 5Y | +407.4% | -62.8% | +470.2% | +423.6% |
| 10Y | +150.3% | +612.0% | -461.6% | +63.5% |
| All | +161.9% | +655.2% | -493.3% | +62.3% |
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 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