+151.5%
GE vs COO
+43.7%
+107.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.4% |
| 7D | +1.2% | -2.3% | +3.4% | +2.0% |
| 30D | -9.5% | -8.8% | -0.7% | -6.4% |
| 3M | +4.1% | +1.3% | +2.8% | +3.1% |
| 6M | +3.9% | -11.6% | +15.5% | +8.4% |
| YTD | +9.0% | -17.4% | +26.4% | +16.6% |
| 1Y | +21.9% | -1.6% | +23.5% | +21.1% |
| 3Y | +281.8% | -22.6% | +304.4% | +300.7% |
| 5Y | +436.7% | -40.3% | +477.1% | +521.5% |
| 10Y | +151.5% | +45.2% | +106.3% | +131.7% |
| All | +151.5% | +43.7% | +107.8% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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