+155.5%
GE vs CF
+561.7%
-406.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +7.1% | -3.2% | +10.3% | +7.7% |
| 30D | +6.5% | +4.3% | +2.1% | +4.9% |
| 3M | -13.6% | +2.8% | -16.4% | -15.1% |
| 6M | +6.0% | +0.6% | +5.4% | +3.8% |
| YTD | +5.4% | +56.6% | -51.2% | -13.1% |
| 1Y | +6.5% | +49.6% | -43.2% | -11.1% |
| 3Y | +268.6% | +61.5% | +207.1% | +190.2% |
| 5Y | +389.0% | +124.0% | +265.1% | +204.3% |
| All | +155.5% | +561.7% | -406.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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