+3,029.2%
SPY vs GE
+2,016.4%
+1,012.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +0.9% |
| 7D | +0.1% | +6.3% | -6.2% | -2.3% |
| 30D | -3.3% | +8.9% | -12.2% | -6.7% |
| 3M | -2.4% | -9.2% | +6.8% | +0.8% |
| 6M | +2.6% | +13.2% | -10.7% | -3.3% |
| YTD | +11.2% | +9.4% | +1.8% | +5.1% |
| 1Y | +13.4% | +9.8% | +3.6% | +6.8% |
| 3Y | +79.9% | +278.2% | -198.3% | +0.6% |
| 5Y | +72.2% | +396.0% | -323.8% | -15.7% |
| 10Y | +307.3% | +162.4% | +145.0% | +130.3% |
| All | +3,029.2% | +2,016.4% | +1,012.9% | +523.6% |
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