+401.3%
GE vs COMP
-52.0%
+453.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.0% | +1.5% |
| 7D | +7.1% | +13.4% | -6.3% | +5.6% |
| 30D | +6.5% | +11.1% | -4.6% | +5.0% |
| 3M | -13.6% | -18.8% | +5.3% | -11.9% |
| 6M | +6.0% | +10.5% | -4.5% | +4.2% |
| YTD | +5.4% | -3.4% | +8.8% | +3.9% |
| 1Y | +6.5% | +19.7% | -13.2% | +2.7% |
| 3Y | +268.6% | +381.6% | -113.0% | +197.9% |
| 5Y | +389.0% | -17.6% | +406.6% | +348.3% |
| All | +401.3% | -52.0% | +453.3% | +366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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