+238.9%
CRM vs GE
+151.5%
+87.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -4.0% | -0.4% | -3.6% |
| 30D | +28.1% | -11.4% | +39.5% | +31.3% |
| 3M | +48.8% | -2.6% | +51.4% | +48.7% |
| 6M | +28.3% | -0.3% | +28.6% | +26.4% |
| YTD | -6.0% | +5.4% | -11.4% | -9.2% |
| 1Y | +1.4% | +15.5% | -14.1% | -4.7% |
| 3Y | +11.8% | +260.8% | -248.9% | -23.1% |
| 5Y | -2.0% | +421.6% | -423.7% | -39.6% |
| All | +238.9% | +151.5% | +87.4% | +79.8% |
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 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