+2,765.1%
GE vs COO
+5,356.1%
-2,591.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.9% |
| 7D | +7.1% | +4.7% | +2.4% | +6.7% |
| 30D | +6.5% | +13.9% | -7.4% | +5.2% |
| 3M | -13.6% | -14.9% | +1.4% | -12.5% |
| 6M | +6.0% | +2.0% | +4.0% | +5.5% |
| YTD | +5.4% | -23.9% | +29.3% | +7.7% |
| 1Y | +6.5% | -9.6% | +16.1% | +7.1% |
| 3Y | +268.6% | -25.4% | +294.0% | +274.8% |
| 5Y | +389.0% | -41.2% | +430.2% | +406.0% |
| 10Y | +163.3% | +42.1% | +121.2% | +156.0% |
| All | +2,765.1% | +5,356.1% | -2,591.1% | +2,285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling