+376.2%
GE vs COMP
-28.0%
+404.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.2% | +3.7% | -3.6% |
| 7D | +0.5% | -1.8% | +2.3% | +0.7% |
| 30D | +1.7% | -0.8% | +2.5% | +1.7% |
| 3M | -17.3% | -28.1% | +10.8% | -14.5% |
| 6M | +10.1% | +27.0% | -16.9% | +6.5% |
| YTD | +2.6% | -12.8% | +15.4% | +2.3% |
| 1Y | +3.7% | +4.9% | -1.2% | +1.5% |
| 3Y | +268.3% | +321.0% | -52.7% | +200.7% |
| 5Y | +376.2% | -25.6% | +401.8% | +373.1% |
| All | +376.2% | -28.0% | +404.1% | +373.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling