+162.4%
GE vs COO
+40.7%
+121.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.9% |
| 7D | +6.3% | +4.3% | +2.0% | +4.6% |
| 30D | +8.9% | +17.6% | -8.7% | +2.4% |
| 3M | -9.2% | -13.9% | +4.7% | -4.8% |
| 6M | +13.2% | +6.6% | +6.7% | +8.8% |
| YTD | +9.4% | -22.0% | +31.4% | +18.6% |
| 1Y | +9.8% | -8.8% | +18.6% | +11.7% |
| 3Y | +278.2% | -21.5% | +299.7% | +290.2% |
| 5Y | +396.0% | -41.0% | +437.0% | +470.9% |
| 10Y | +162.4% | +40.9% | +121.5% | +147.6% |
| All | +162.4% | +40.7% | +121.7% | +147.6% |
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