+284.1%
GE vs COO
-22.0%
+306.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | -11.6% | -7.0% | -4.6% | -10.2% |
| 3M | +3.0% | +12.2% | -9.2% | 0.0% |
| 6M | -0.5% | -15.1% | +14.6% | +2.4% |
| YTD | +9.7% | -15.1% | +24.8% | +12.9% |
| 1Y | +20.0% | +2.3% | +17.7% | +18.9% |
| All | +284.1% | -22.0% | +306.1% | +306.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling