+606.1%
COST vs GE
+151.5%
+454.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | -4.0% | +2.8% | -0.7% |
| 30D | -4.7% | -11.4% | +6.7% | -3.2% |
| 3M | -7.1% | -2.6% | -4.5% | -7.0% |
| 6M | -8.5% | -0.3% | -8.2% | -9.0% |
| YTD | +5.4% | +5.4% | 0.0% | +3.8% |
| 1Y | -5.6% | +15.5% | -21.2% | -8.4% |
| 3Y | +68.5% | +260.8% | -192.3% | +38.2% |
| 5Y | +105.2% | +421.6% | -316.4% | +58.2% |
| All | +606.1% | +151.5% | +454.6% | +480.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling