+2,883.5%
GE vs COO
+5,988.7%
-3,105.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | -11.6% | -7.0% | -4.6% | -11.0% |
| 3M | +3.0% | +12.2% | -9.2% | +1.9% |
| 6M | -0.5% | -15.1% | +14.6% | +0.8% |
| YTD | +9.7% | -15.1% | +24.8% | +11.2% |
| 1Y | +20.0% | +2.3% | +17.7% | +19.6% |
| 3Y | +275.8% | -23.7% | +299.5% | +281.7% |
| 5Y | +429.1% | -38.9% | +468.0% | +446.1% |
| 10Y | +151.2% | +49.9% | +101.2% | +143.1% |
| All | +2,883.5% | +5,988.7% | -3,105.2% | +2,364.1% |
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