+157.4%
GE vs COP
+302.1%
-144.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +5.4% | -6.1% | +11.5% | +7.7% |
| 30D | +9.6% | +1.1% | +8.5% | +8.6% |
| 3M | -7.7% | +10.9% | -18.7% | -12.2% |
| 6M | +14.0% | +20.8% | -6.7% | +3.7% |
| YTD | +10.2% | +48.0% | -37.9% | -9.7% |
| 1Y | +8.9% | +58.5% | -49.6% | -13.7% |
| 3Y | +273.7% | +28.1% | +245.5% | +215.5% |
| 5Y | +410.2% | +120.5% | +289.8% | +212.1% |
| 10Y | +157.4% | +310.1% | -152.7% | +17.2% |
| All | +157.4% | +302.1% | -144.7% | +17.2% |
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