+141.6%
IBM vs GE
+162.3%
-20.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.5% | +5.4% | -6.9% | -2.9% |
| 30D | +8.4% | +9.6% | -1.2% | +5.5% |
| 3M | +4.2% | -7.7% | +11.9% | +6.0% |
| 6M | +7.9% | +14.0% | -6.1% | +3.1% |
| YTD | -15.2% | +10.2% | -25.3% | -19.0% |
| 1Y | -18.7% | +8.9% | -27.6% | -22.2% |
| 3Y | +79.2% | +273.7% | -194.4% | +16.9% |
| 5Y | +144.7% | +410.2% | -265.5% | +42.1% |
| 10Y | +141.6% | +157.4% | -15.8% | +38.2% |
| All | +141.6% | +162.3% | -20.7% | +38.2% |
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