+376.2%
GE vs CF
+125.5%
+250.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.6% | -4.6% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | +1.7% | +2.2% | -0.5% | +1.6% |
| 3M | -17.3% | +2.1% | -19.4% | -17.5% |
| 6M | +10.1% | -6.5% | +16.6% | +10.1% |
| YTD | +2.6% | +55.6% | -52.9% | -4.3% |
| 1Y | +3.7% | +42.3% | -38.6% | -2.2% |
| 3Y | +268.3% | +55.7% | +212.6% | +239.1% |
| 5Y | +376.2% | +122.4% | +253.7% | +286.7% |
| All | +376.2% | +125.5% | +250.7% | +286.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling