+12.3%
XLI vs GE
+7.6%
+4.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.8% | +2.7% | +1.1% | +2.7% |
| 30D | +1.0% | +8.1% | -7.0% | -1.9% |
| 3M | -8.9% | -7.9% | -1.1% | -6.4% |
| 6M | -2.3% | +12.9% | -15.2% | -6.9% |
| YTD | +9.7% | +8.2% | +1.5% | +5.5% |
| 1Y | +12.3% | +9.7% | +2.6% | +7.5% |
| All | +12.3% | +7.6% | +4.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling