+268.6%
GE vs COMP
+353.8%
-85.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.0% | +1.4% |
| 7D | +7.1% | +13.4% | -6.3% | +5.5% |
| 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% | +4.1% |
| YTD | +5.4% | -3.4% | +8.8% | +3.2% |
| 1Y | +6.5% | +19.7% | -13.2% | +2.6% |
| 3Y | +268.6% | +381.6% | -113.0% | +230.9% |
| All | +268.6% | +353.8% | -85.2% | +230.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling