+64.4%
XLF vs GE
+422.6%
-358.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.5% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -1.3% | -11.3% | +10.0% | +2.6% |
| 3M | +9.1% | -1.4% | +10.5% | +9.2% |
| 6M | +14.4% | +1.2% | +13.1% | +12.7% |
| YTD | +5.1% | +5.9% | -0.8% | +1.4% |
| 1Y | +8.6% | +18.4% | -9.8% | +0.1% |
| 3Y | +74.4% | +271.0% | -196.5% | -2.4% |
| 5Y | +64.4% | +417.9% | -353.6% | -25.6% |
| All | +64.4% | +422.6% | -358.3% | -25.6% |
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 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