+152.0%
GE vs COP
+342.2%
-190.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +2.7% | +4.4% | -1.8% | +1.0% |
| 30D | +8.1% | 0.0% | +8.1% | +7.5% |
| 3M | -7.9% | +15.0% | -22.9% | -13.5% |
| 6M | +12.9% | +22.0% | -9.1% | +2.4% |
| YTD | +8.2% | +55.3% | -47.2% | -12.9% |
| 1Y | +9.7% | +64.1% | -54.5% | -14.1% |
| 3Y | +266.1% | +34.1% | +232.0% | +204.1% |
| 5Y | +407.4% | +133.4% | +274.0% | +203.5% |
| All | +152.0% | +342.2% | -190.3% | +12.6% |
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