-3.6%
COST vs GE
+22.8%
-26.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | -3.1% | -1.6% | -1.6% | -3.3% |
| 30D | -2.8% | -11.6% | +8.8% | -3.8% |
| 3M | -5.7% | +3.0% | -8.7% | -5.3% |
| 6M | -8.8% | -0.5% | -8.2% | -8.2% |
| YTD | +6.7% | +9.7% | -3.1% | +8.1% |
| 1Y | -3.6% | +20.0% | -23.7% | -0.6% |
| All | -3.6% | +22.8% | -26.5% | -0.6% |
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 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