+2,413.6%
IBM vs GE
+2,981.7%
-568.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.3% | -1.6% | +1.3% | +0.3% |
| 30D | +0.3% | -11.6% | +11.8% | +4.6% |
| 3M | -21.6% | +3.0% | -24.6% | -23.0% |
| 6M | -4.7% | -0.5% | -4.2% | -6.2% |
| YTD | -19.1% | +9.7% | -28.8% | -23.4% |
| 1Y | -2.5% | +20.0% | -22.5% | -11.1% |
| 3Y | +74.2% | +275.8% | -201.7% | +0.4% |
| 5Y | +113.1% | +429.1% | -315.9% | +4.6% |
| 10Y | +133.5% | +151.2% | -17.6% | +37.7% |
| All | +2,413.6% | +2,981.7% | -568.0% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling