+155.5%
GE vs CSGP
+63.3%
+92.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +3.7% |
| 7D | +7.1% | +1.3% | +5.8% | +6.8% |
| 30D | +6.5% | +10.7% | -4.2% | +3.2% |
| 3M | -13.6% | +3.3% | -16.8% | -15.4% |
| 6M | +6.0% | -10.3% | +16.3% | +6.5% |
| YTD | +5.4% | -54.6% | +59.9% | +24.6% |
| 1Y | +6.5% | -54.6% | +61.1% | +25.7% |
| 3Y | +268.6% | -60.3% | +328.9% | +341.3% |
| 5Y | +389.0% | -63.3% | +452.3% | +483.9% |
| All | +155.5% | +63.3% | +92.2% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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