+364.6%
GE vs CG
+300.6%
+64.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | +5.4% | +2.0% | +3.4% | +4.6% |
| 30D | +9.6% | +8.5% | +1.1% | +6.2% |
| 3M | -7.7% | -12.1% | +4.4% | -3.7% |
| 6M | +14.0% | -16.4% | +30.5% | +20.8% |
| YTD | +10.2% | -28.0% | +38.1% | +22.3% |
| 1Y | +8.9% | -18.9% | +27.8% | +15.3% |
| 3Y | +273.7% | +51.2% | +222.4% | +198.4% |
| 5Y | +410.2% | -15.9% | +426.1% | +389.6% |
| 10Y | +157.4% | +305.9% | -148.5% | +44.7% |
| All | +364.6% | +300.6% | +64.1% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling