+212.6%
GE vs Z
+10.9%
+201.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +3.2% |
| 7D | +6.3% | -5.2% | +11.4% | +7.0% |
| 30D | +8.9% | +5.7% | +3.1% | +7.6% |
| 3M | -9.2% | -8.7% | -0.4% | -8.6% |
| 6M | +13.2% | -26.0% | +39.2% | +17.4% |
| YTD | +9.4% | -55.0% | +64.4% | +21.7% |
| 1Y | +9.8% | -58.0% | +67.8% | +23.3% |
| 3Y | +278.2% | -15.2% | +293.4% | +267.5% |
| 5Y | +396.0% | -53.8% | +449.8% | +409.8% |
| 10Y | +162.4% | -14.5% | +176.9% | +113.0% |
| All | +212.6% | +10.9% | +201.7% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling