+158.6%
GE vs CB
+248.4%
-89.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +4.0% | -1.0% | +5.1% | +4.7% |
| 30D | +11.1% | +7.3% | +3.7% | +6.1% |
| 3M | -6.7% | +7.0% | -13.8% | -10.9% |
| 6M | +14.3% | +16.3% | -2.1% | +2.3% |
| YTD | +11.7% | +19.7% | -8.0% | -2.4% |
| 1Y | +10.9% | +27.8% | -16.9% | -7.5% |
| 3Y | +279.0% | +72.0% | +207.0% | +149.1% |
| 5Y | +427.0% | +104.9% | +322.1% | +197.9% |
| 10Y | +158.6% | +246.7% | -88.2% | +2.0% |
| All | +158.6% | +248.4% | -89.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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