+18.4%
GE vs Z
-64.1%
+82.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.8% |
| 7D | -1.2% | -7.1% | +5.8% | -1.0% |
| 30D | -11.3% | -4.8% | -6.5% | -11.2% |
| 3M | -1.4% | -9.3% | +7.9% | -1.2% |
| 6M | +1.2% | -29.0% | +30.2% | +2.2% |
| YTD | +5.9% | -52.9% | +58.8% | +3.9% |
| 1Y | +18.4% | -63.1% | +81.5% | +12.5% |
| All | +18.4% | -64.1% | +82.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling