+152.0%
GE vs COR
+399.7%
-247.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.2% | -3.9% | +2.6% | +0.2% |
| 30D | -11.3% | -0.3% | -10.9% | -11.3% |
| 3M | -1.4% | +15.9% | -17.3% | -7.0% |
| 6M | +1.2% | -10.3% | +11.5% | +4.0% |
| YTD | +5.9% | -3.7% | +9.6% | +5.3% |
| 1Y | +18.4% | +9.1% | +9.3% | +11.2% |
| 3Y | +271.0% | +86.6% | +184.4% | +170.7% |
| 5Y | +417.9% | +180.9% | +237.0% | +210.9% |
| 10Y | +152.0% | +407.4% | -255.5% | +24.8% |
| All | +152.0% | +399.7% | -247.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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