+268.6%
GE vs Z
-21.1%
+289.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.0% |
| 7D | +7.1% | -4.6% | +11.7% | +7.7% |
| 30D | +6.5% | +8.3% | -1.9% | +5.2% |
| 3M | -13.6% | -11.6% | -2.0% | -12.8% |
| 6M | +6.0% | -33.6% | +39.6% | +10.9% |
| YTD | +5.4% | -56.7% | +62.1% | +15.9% |
| 1Y | +6.5% | -59.1% | +65.6% | +17.8% |
| 3Y | +268.6% | -20.4% | +289.0% | +282.7% |
| All | +268.6% | -21.1% | +289.6% | +282.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling