+2,521.8%
IBM vs GE
+2,859.3%
-337.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.8% |
| 7D | -5.0% | +7.1% | -12.1% | -7.4% |
| 30D | +11.1% | +6.5% | +4.6% | +8.3% |
| 3M | +5.7% | -13.6% | +19.3% | +10.7% |
| 6M | +10.1% | +6.0% | +4.1% | +6.4% |
| YTD | -15.6% | +5.4% | -21.0% | -19.3% |
| 1Y | -19.5% | +6.5% | -26.0% | -23.5% |
| 3Y | +80.4% | +268.6% | -188.2% | +4.4% |
| 5Y | +140.0% | +389.0% | -249.0% | +20.8% |
| 10Y | +155.0% | +163.3% | -8.3% | +46.4% |
| All | +2,521.8% | +2,859.3% | -337.5% | +382.8% |
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