+151.5%
GE vs COP
+338.9%
-187.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -9.5% | +15.6% | -25.1% | -14.5% |
| 3M | +4.1% | +14.3% | -10.2% | -2.0% |
| 6M | +3.9% | +17.0% | -13.0% | -4.6% |
| YTD | +9.0% | +47.4% | -38.4% | -9.5% |
| 1Y | +21.9% | +52.4% | -30.5% | -0.8% |
| 3Y | +281.8% | +20.8% | +261.0% | +232.8% |
| 5Y | +436.7% | +191.7% | +245.0% | +190.5% |
| 10Y | +151.5% | +325.1% | -173.5% | +15.1% |
| All | +151.5% | +338.9% | -187.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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