+8.9%
GE vs COP
+60.2%
-51.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +1.1% |
| 7D | +5.4% | -6.1% | +11.5% | +2.4% |
| 30D | +9.6% | +1.1% | +8.5% | +10.3% |
| 3M | -7.7% | +10.9% | -18.7% | -2.7% |
| 6M | +14.0% | +20.8% | -6.7% | +25.9% |
| YTD | +10.2% | +48.0% | -37.9% | +21.3% |
| 1Y | +8.9% | +58.5% | -49.6% | +20.1% |
| All | +8.9% | +60.2% | -51.2% | +20.1% |
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 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