+268.6%
GE vs CSGP
-60.4%
+329.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +3.1% |
| 7D | +7.1% | +1.3% | +5.8% | +7.0% |
| 30D | +6.5% | +10.7% | -4.2% | +5.2% |
| 3M | -13.6% | +3.3% | -16.8% | -14.3% |
| 6M | +6.0% | -10.3% | +16.3% | +6.7% |
| YTD | +5.4% | -54.6% | +59.9% | +18.2% |
| 1Y | +6.5% | -54.6% | +61.1% | +19.3% |
| 3Y | +268.6% | -60.3% | +328.9% | +318.9% |
| All | +268.6% | -60.4% | +329.0% | +318.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling