+99.0%
COST vs GE
+267.3%
-168.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +5.0% | +2.7% | +2.3% | +4.7% |
| 30D | +12.8% | +8.1% | +4.7% | +11.6% |
| 3M | +15.2% | -7.9% | +23.0% | +16.2% |
| 6M | +7.4% | +12.9% | -5.5% | +5.0% |
| YTD | +29.0% | +8.2% | +20.9% | +26.2% |
| 1Y | +20.3% | +9.7% | +10.6% | +17.2% |
| 3Y | +99.0% | +266.1% | -167.1% | +49.1% |
| All | +99.0% | +267.3% | -168.3% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling