+68.1%
COST vs GE
+269.2%
-201.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -2.8% | -1.2% | -1.5% | -2.6% |
| 30D | -5.3% | -11.3% | +6.0% | -3.9% |
| 3M | -6.7% | -1.4% | -5.3% | -6.8% |
| 6M | -9.9% | +1.2% | -11.2% | -10.5% |
| YTD | +5.1% | +5.9% | -0.8% | +3.2% |
| 1Y | -7.3% | +18.4% | -25.7% | -11.6% |
| All | +68.1% | +269.2% | -201.1% | +22.8% |
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