+390.5%
GE vs COP
+113.7%
+276.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | +7.1% | -11.5% | +18.6% | +8.9% |
| 30D | +6.5% | +5.0% | +1.5% | +5.3% |
| 3M | -13.6% | +17.5% | -31.1% | -16.3% |
| 6M | +6.0% | +16.2% | -10.2% | +2.3% |
| YTD | +5.4% | +48.8% | -43.4% | -5.7% |
| 1Y | +6.5% | +64.1% | -57.6% | -7.6% |
| 3Y | +268.6% | +25.7% | +242.9% | +238.4% |
| All | +390.5% | +113.7% | +276.7% | +256.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling