+162.4%
GE vs CB
+246.2%
-83.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.1% |
| 7D | +6.3% | -1.5% | +7.8% | +7.3% |
| 30D | +8.9% | +6.5% | +2.3% | +4.5% |
| 3M | -9.2% | +4.1% | -13.3% | -11.7% |
| 6M | +13.2% | +14.4% | -1.2% | +2.5% |
| YTD | +9.4% | +17.5% | -8.1% | -3.3% |
| 1Y | +9.8% | +27.5% | -17.8% | -8.4% |
| 3Y | +278.2% | +71.6% | +206.6% | +148.5% |
| 5Y | +396.0% | +100.6% | +295.4% | +184.2% |
| 10Y | +162.4% | +243.0% | -80.6% | +4.0% |
| All | +162.4% | +246.2% | -83.8% | +4.0% |
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