+152.0%
GE vs CAG
-35.6%
+187.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.7% |
| 7D | -1.2% | -6.6% | +5.4% | -0.3% |
| 30D | -11.3% | +2.3% | -13.6% | -11.6% |
| 3M | -1.4% | +16.3% | -17.7% | -3.8% |
| 6M | +1.2% | -16.0% | +17.2% | +3.4% |
| YTD | +5.9% | -7.7% | +13.6% | +6.5% |
| 1Y | +18.4% | -16.0% | +34.4% | +20.6% |
| 3Y | +271.0% | -37.7% | +308.7% | +292.6% |
| 5Y | +417.9% | -41.2% | +459.2% | +451.9% |
| 10Y | +152.0% | -33.8% | +185.8% | +152.5% |
| All | +152.0% | -35.6% | +187.6% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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