+422.3%
XLF vs GE
+304.9%
+117.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.4% |
| 7D | 0.0% | -1.6% | +1.6% | +0.9% |
| 30D | +0.2% | -11.6% | +11.7% | +6.8% |
| 3M | +11.7% | +3.0% | +8.7% | +9.0% |
| 6M | +13.8% | -0.5% | +14.3% | +11.6% |
| YTD | +7.0% | +9.7% | -2.7% | -1.3% |
| 1Y | +9.1% | +20.0% | -10.9% | -4.9% |
| 3Y | +75.6% | +275.8% | -200.2% | -24.1% |
| 5Y | +66.4% | +429.1% | -362.6% | -43.1% |
| 10Y | +250.3% | +151.2% | +99.1% | +62.3% |
| All | +422.3% | +304.9% | +117.4% | +43.9% |
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