+2,516.8%
IBM vs GE
+2,993.6%
-476.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.2% | +5.4% | -7.6% | -4.1% |
| 30D | +7.7% | +9.6% | -2.0% | +3.8% |
| 3M | +3.5% | -7.7% | +11.2% | +5.8% |
| 6M | +7.2% | +14.0% | -6.8% | +0.8% |
| YTD | -15.8% | +10.2% | -25.9% | -20.8% |
| 1Y | -19.3% | +8.9% | -28.2% | -23.9% |
| 3Y | +78.0% | +273.7% | -195.7% | +2.6% |
| 5Y | +143.0% | +410.2% | -267.2% | +20.5% |
| 10Y | +139.9% | +157.4% | -17.5% | +39.4% |
| All | +2,516.8% | +2,993.6% | -476.8% | +374.0% |
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