+18.4%
GE vs COP
+52.6%
-34.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.4% |
| 30D | -11.3% | +11.7% | -23.0% | -7.5% |
| 3M | -1.4% | +17.7% | -19.1% | +5.6% |
| 6M | +1.2% | +18.3% | -17.1% | +7.0% |
| YTD | +5.9% | +49.1% | -43.1% | +10.7% |
| 1Y | +18.4% | +53.3% | -34.9% | +23.0% |
| All | +18.4% | +52.6% | -34.2% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling