+162.4%
GE vs CAPR
-64.9%
+227.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +3.7% |
| 7D | +6.3% | +36.0% | -29.8% | +5.9% |
| 30D | +8.9% | +25.8% | -16.9% | +8.6% |
| 3M | -9.2% | +140.8% | -150.0% | -10.2% |
| 6M | +13.2% | -67.6% | +80.8% | +13.6% |
| YTD | +9.4% | -65.9% | +75.3% | +9.6% |
| 1Y | +9.8% | +66.1% | -56.3% | +6.1% |
| 3Y | +278.2% | +256.9% | +21.3% | +254.7% |
| 5Y | +396.0% | +172.1% | +223.9% | +363.6% |
| 10Y | +162.4% | -64.7% | +227.1% | +134.2% |
| All | +162.4% | -64.9% | +227.3% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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