+152.0%
GE vs CG
+278.5%
-126.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | +8.1% | +11.2% | -3.1% | +3.3% |
| 3M | -7.9% | -22.1% | +14.2% | +1.7% |
| 6M | +12.9% | -17.9% | +30.8% | +21.3% |
| YTD | +8.2% | -31.3% | +39.5% | +23.8% |
| 1Y | +9.7% | -24.0% | +33.6% | +19.9% |
| 3Y | +266.1% | +45.0% | +221.1% | +185.0% |
| 5Y | +407.4% | -22.6% | +430.0% | +403.5% |
| All | +152.0% | +278.5% | -126.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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