+411.8%
GE vs COMP
-10.9%
+422.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | +8.1% | +16.6% | -8.5% | +6.1% |
| 3M | -7.9% | -23.5% | +15.7% | -5.5% |
| 6M | +12.9% | +25.7% | -12.8% | +9.5% |
| YTD | +8.2% | -3.4% | +11.6% | +6.6% |
| 1Y | +9.7% | +7.6% | +2.1% | +6.9% |
| 3Y | +266.1% | +423.6% | -157.5% | +192.4% |
| All | +411.8% | -10.9% | +422.7% | +388.7% |
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