+8.1%
GE vs CAPR
+64.2%
-56.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +3.8% |
| 7D | +6.3% | +36.0% | -29.8% | +6.2% |
| 30D | +8.9% | +25.8% | -16.9% | +8.8% |
| 3M | -9.2% | +140.8% | -150.0% | -9.2% |
| 6M | +13.2% | -67.6% | +80.8% | +13.1% |
| YTD | +9.4% | -65.9% | +75.3% | +9.3% |
| All | +8.1% | +64.2% | -56.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling