+151.5%
GE vs CAPR
-77.1%
+228.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | -0.6% |
| 7D | +1.2% | -9.5% | +10.6% | +1.2% |
| 30D | -9.5% | +121.5% | -131.0% | -10.3% |
| 3M | +4.1% | -65.4% | +69.5% | +4.5% |
| 6M | +3.9% | -67.5% | +71.5% | +4.3% |
| YTD | +9.0% | -68.6% | +77.6% | +9.4% |
| 1Y | +21.9% | +42.7% | -20.7% | +18.0% |
| 3Y | +281.8% | +43.4% | +238.4% | +262.2% |
| 5Y | +436.7% | +86.0% | +350.7% | +403.5% |
| 10Y | +151.5% | -77.4% | +228.9% | +130.2% |
| All | +151.5% | -77.1% | +228.7% | +130.2% |
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