+157.4%
GE vs CB
+246.9%
-89.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.3% |
| 7D | +5.4% | +0.7% | +4.7% | +4.9% |
| 30D | +9.6% | +8.2% | +1.5% | +4.2% |
| 3M | -7.7% | +6.3% | -14.0% | -11.5% |
| 6M | +14.0% | +16.2% | -2.2% | +2.2% |
| YTD | +10.2% | +19.3% | -9.2% | -3.6% |
| 1Y | +8.9% | +29.2% | -20.3% | -9.9% |
| 3Y | +273.7% | +71.4% | +202.2% | +146.1% |
| 5Y | +410.2% | +104.2% | +306.0% | +189.0% |
| 10Y | +157.4% | +246.7% | -89.2% | +1.6% |
| All | +157.4% | +246.9% | -89.5% | +1.6% |
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