+155.5%
GE vs CB
+248.0%
-92.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.8% |
| 7D | +7.1% | +0.2% | +6.9% | +6.9% |
| 30D | +6.5% | +9.1% | -2.6% | +0.6% |
| 3M | -13.6% | +3.4% | -17.0% | -15.6% |
| 6M | +6.0% | +14.1% | -8.1% | -3.9% |
| YTD | +5.4% | +18.0% | -12.6% | -7.1% |
| 1Y | +6.5% | +30.1% | -23.7% | -12.3% |
| 3Y | +268.6% | +71.8% | +196.8% | +142.2% |
| 5Y | +389.0% | +101.8% | +287.2% | +179.2% |
| All | +155.5% | +248.0% | -92.5% | +1.4% |
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