+13.4%
PG vs GE
+418.3%
-405.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | -4.0% | +3.2% | -0.5% |
| 30D | +0.8% | -11.4% | +12.2% | +1.8% |
| 3M | -1.3% | -2.6% | +1.3% | -1.2% |
| 6M | -3.8% | -0.3% | -3.5% | -4.1% |
| YTD | +3.6% | +5.4% | -1.7% | +2.7% |
| 1Y | -5.7% | +15.5% | -21.3% | -7.4% |
| 3Y | +1.6% | +260.8% | -259.2% | -13.9% |
| All | +13.4% | +418.3% | -405.0% | -11.4% |
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