+58.8%
T vs GE
+162.3%
-103.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.6% | +5.4% | -2.8% | +1.5% |
| 30D | -1.1% | +9.6% | -10.7% | -2.9% |
| 3M | -7.7% | -7.7% | 0.0% | -6.5% |
| 6M | -10.6% | +14.0% | -24.7% | -13.5% |
| YTD | -7.5% | +10.2% | -17.6% | -10.6% |
| 1Y | -7.4% | +8.9% | -16.3% | -10.5% |
| 3Y | +63.1% | +273.7% | -210.6% | +15.7% |
| 5Y | +55.2% | +410.2% | -355.0% | -0.2% |
| 10Y | +58.8% | +157.4% | -98.6% | +6.6% |
| All | +58.8% | +162.3% | -103.5% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling