+2,874.1%
GE vs COP
+4,544.5%
-1,670.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.3% |
| 7D | +6.3% | -8.4% | +14.7% | +9.4% |
| 30D | +8.9% | +0.3% | +8.6% | +8.2% |
| 3M | -9.2% | +15.1% | -24.3% | -14.5% |
| 6M | +13.2% | +19.8% | -6.5% | +4.0% |
| YTD | +9.4% | +46.8% | -37.4% | -8.3% |
| 1Y | +9.8% | +59.7% | -50.0% | -11.1% |
| 3Y | +278.2% | +28.7% | +249.5% | +224.4% |
| 5Y | +396.0% | +110.7% | +285.3% | +237.3% |
| 10Y | +162.4% | +298.3% | -135.9% | +31.7% |
| All | +2,874.1% | +4,544.5% | -1,670.4% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling