+162.4%
GE vs CP
+261.0%
-98.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +2.7% |
| 7D | +6.3% | +2.8% | +3.5% | +4.7% |
| 30D | +8.9% | +11.3% | -2.5% | +2.5% |
| 3M | -9.2% | +2.9% | -12.0% | -10.8% |
| 6M | +13.2% | +9.8% | +3.5% | +6.7% |
| YTD | +9.4% | +28.5% | -19.1% | -5.9% |
| 1Y | +9.8% | +33.5% | -23.7% | -7.7% |
| 3Y | +278.2% | +31.9% | +246.2% | +209.3% |
| 5Y | +396.0% | +25.5% | +370.5% | +307.3% |
| 10Y | +162.4% | +257.6% | -95.2% | +26.8% |
| All | +162.4% | +261.0% | -98.6% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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