+80.4%
IBM vs GE
+277.0%
-196.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.3% |
| 7D | -5.0% | +7.1% | -12.1% | -6.1% |
| 30D | +11.1% | +6.5% | +4.6% | +9.8% |
| 3M | +5.7% | -13.6% | +19.3% | +8.4% |
| 6M | +10.1% | +6.0% | +4.1% | +7.9% |
| YTD | -15.6% | +5.4% | -21.0% | -17.7% |
| 1Y | -19.5% | +6.5% | -26.0% | -21.8% |
| 3Y | +80.4% | +268.6% | -188.2% | +30.9% |
| All | +80.4% | +277.0% | -196.6% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling