+138.2%
IBM vs GE
+386.1%
-247.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.4% |
| 7D | -5.0% | +7.1% | -12.1% | -6.3% |
| 30D | +11.1% | +6.5% | +4.6% | +9.6% |
| 3M | +5.7% | -13.6% | +19.3% | +8.6% |
| 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% | +28.8% |
| All | +138.2% | +386.1% | -247.9% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling