+11,743.1%
COST vs GE
+2,981.6%
+8,761.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -3.1% | -1.6% | -1.6% | -2.7% |
| 30D | -2.8% | -11.6% | +8.8% | +0.8% |
| 3M | -5.7% | +3.0% | -8.7% | -7.1% |
| 6M | -8.8% | -0.5% | -8.2% | -10.0% |
| YTD | +6.7% | +9.7% | -3.1% | +1.6% |
| 1Y | -3.6% | +20.0% | -23.7% | -11.1% |
| 3Y | +75.1% | +275.8% | -200.8% | +9.9% |
| 5Y | +108.9% | +429.1% | -320.2% | +14.8% |
| 10Y | +586.2% | +151.2% | +435.0% | +339.0% |
| All | +11,743.1% | +2,981.6% | +8,761.4% | +1,555.1% |
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 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