+3,017.7%
SPY vs GE
+2,031.3%
+986.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.6% | +5.4% | -6.0% | -2.6% |
| 30D | -3.7% | +9.6% | -13.3% | -7.3% |
| 3M | -2.7% | -7.7% | +5.0% | -0.2% |
| 6M | +2.2% | +14.0% | -11.8% | -3.9% |
| YTD | +10.8% | +10.2% | +0.7% | +4.4% |
| 1Y | +11.2% | +8.9% | +2.3% | +5.1% |
| 3Y | +76.5% | +273.7% | -197.2% | -0.8% |
| 5Y | +72.9% | +410.2% | -337.3% | -16.2% |
| 10Y | +304.8% | +157.4% | +147.4% | +131.1% |
| All | +3,017.7% | +2,031.3% | +986.4% | +519.5% |
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