+152.0%
GE vs Z
-16.5%
+168.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.3% |
| 7D | +2.7% | +0.8% | +1.8% | +2.5% |
| 30D | +8.1% | +5.2% | +2.9% | +6.8% |
| 3M | -7.9% | -17.0% | +9.2% | -5.7% |
| 6M | +12.9% | -22.7% | +35.6% | +16.3% |
| YTD | +8.2% | -56.3% | +64.5% | +21.4% |
| 1Y | +9.7% | -57.7% | +67.3% | +23.4% |
| 3Y | +266.1% | -16.5% | +282.7% | +255.6% |
| 5Y | +407.4% | -53.4% | +460.8% | +420.7% |
| All | +152.0% | -16.5% | +168.4% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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