+998.2%
C vs GE
+2,859.3%
-1,861.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.5% |
| 7D | -2.4% | +7.1% | -9.5% | -7.4% |
| 30D | -6.0% | +6.5% | -12.4% | -10.6% |
| 3M | -10.5% | -13.6% | +3.0% | -1.1% |
| 6M | -5.7% | +6.0% | -11.7% | -11.1% |
| YTD | +4.1% | +5.4% | -1.2% | -3.3% |
| 1Y | +20.5% | +6.5% | +14.0% | +10.6% |
| 3Y | +208.1% | +268.6% | -60.5% | +2.5% |
| 5Y | +110.4% | +389.0% | -278.6% | -46.9% |
| 10Y | +234.6% | +163.3% | +71.3% | +14.1% |
| All | +998.2% | +2,859.3% | -1,861.0% | -26.7% |
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