+151.2%
GE vs CSGP
+61.2%
+90.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +5.1% | -6.1% | +11.2% | +6.5% |
| 30D | +7.6% | +0.3% | +7.2% | +6.7% |
| 3M | -9.3% | -1.3% | -8.0% | -10.2% |
| 6M | +11.5% | -8.9% | +20.5% | +11.6% |
| YTD | +7.9% | -55.2% | +63.1% | +28.0% |
| 1Y | +7.6% | -56.4% | +64.0% | +28.5% |
| 3Y | +265.9% | -62.2% | +328.1% | +344.2% |
| 5Y | +405.9% | -63.7% | +469.6% | +505.6% |
| All | +151.2% | +61.2% | +90.0% | +141.4% |
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