+151.2%
GE vs CB
+246.5%
-95.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +5.1% | 0.0% | +5.1% | +5.0% |
| 30D | +7.6% | +7.4% | +0.2% | +2.7% |
| 3M | -9.3% | +8.6% | -17.9% | -14.2% |
| 6M | +11.5% | +16.1% | -4.6% | 0.0% |
| YTD | +7.9% | +20.2% | -12.3% | -6.0% |
| 1Y | +7.6% | +27.2% | -19.6% | -9.9% |
| 3Y | +265.9% | +72.7% | +193.2% | +139.8% |
| 5Y | +405.9% | +105.9% | +300.0% | +185.0% |
| All | +151.2% | +246.5% | -95.3% | -1.1% |
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