+147.3%
IBM vs GE
+150.1%
-2.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +2.7% | -1.1% | +0.8% |
| 30D | +9.2% | +8.1% | +1.1% | +6.7% |
| 3M | +4.9% | -7.9% | +12.8% | +6.8% |
| 6M | +16.8% | +12.9% | +3.9% | +11.8% |
| YTD | -14.3% | +8.2% | -22.5% | -17.7% |
| 1Y | -16.7% | +9.7% | -26.4% | -20.5% |
| 3Y | +82.2% | +266.1% | -183.9% | +19.6% |
| 5Y | +149.9% | +407.4% | -257.4% | +45.3% |
| All | +147.3% | +150.1% | -2.8% | +42.6% |
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