+422.1%
GE vs COMP
-47.7%
+469.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | -11.6% | -13.3% | +1.8% | -10.3% |
| 3M | +3.0% | +41.1% | -38.1% | -0.9% |
| 6M | -0.5% | +17.2% | -17.7% | -3.2% |
| YTD | +9.7% | +5.2% | +4.5% | +7.5% |
| 1Y | +20.0% | +18.9% | +1.1% | +15.7% |
| 3Y | +275.8% | +215.9% | +59.9% | +216.9% |
| 5Y | +429.1% | -31.2% | +460.3% | +391.0% |
| All | +422.1% | -47.7% | +469.7% | +382.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling