+3,094.0%
SPY vs GE
+2,023.1%
+1,070.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.7% |
| 30D | +0.1% | -11.6% | +11.6% | +4.7% |
| 3M | +2.0% | +3.0% | -1.0% | +0.3% |
| 6M | +13.0% | -0.5% | +13.5% | +11.7% |
| YTD | +13.5% | +9.7% | +3.8% | +7.5% |
| 1Y | +20.0% | +20.0% | -0.1% | +9.2% |
| 3Y | +77.2% | +275.8% | -198.6% | -0.6% |
| 5Y | +81.9% | +429.1% | -347.2% | -13.2% |
| 10Y | +314.1% | +151.2% | +162.9% | +139.7% |
| All | +3,094.0% | +2,023.1% | +1,070.9% | +537.7% |
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