+131.6%
IBM vs GE
+151.9%
-20.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | -1.5% | -9.5% | +8.0% | +1.1% |
| 3M | -16.8% | +4.1% | -20.9% | -18.1% |
| 6M | -9.0% | +3.9% | -13.0% | -11.1% |
| YTD | -20.1% | +9.0% | -29.1% | -23.2% |
| 1Y | -7.0% | +21.9% | -29.0% | -13.8% |
| 3Y | +72.4% | +281.8% | -209.4% | +11.6% |
| 5Y | +112.0% | +436.7% | -324.7% | +21.1% |
| 10Y | +131.6% | +151.5% | -20.0% | +43.5% |
| All | +131.6% | +151.9% | -20.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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