+284.1%
GE vs CAPR
+56.4%
+227.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -11.6% | +139.2% | -150.8% | -11.9% |
| 3M | +3.0% | -66.4% | +69.4% | +3.2% |
| 6M | -0.5% | -63.1% | +62.6% | -0.4% |
| YTD | +9.7% | -67.4% | +77.2% | +9.9% |
| 1Y | +20.0% | +58.2% | -38.2% | +18.3% |
| All | +284.1% | +56.4% | +227.7% | +260.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling