+436.6%
GE vs Z
-64.8%
+501.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | -11.6% | -4.2% | -7.4% | -11.2% |
| 3M | +3.0% | -3.7% | +6.7% | +3.1% |
| 6M | -0.5% | -24.5% | +24.0% | +3.4% |
| YTD | +9.7% | -49.3% | +59.0% | +21.1% |
| 1Y | +20.0% | -58.7% | +78.7% | +36.5% |
| 3Y | +275.8% | -34.1% | +310.0% | +281.5% |
| All | +436.6% | -64.8% | +501.4% | +427.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling