+329.4%
GE vs CSGP
+3,520.0%
-3,190.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +2.0% |
| 7D | +9.4% | +18.3% | -8.9% | +5.9% |
| 30D | +7.5% | +17.8% | -10.2% | +3.5% |
| 3M | -12.5% | +9.3% | -21.8% | -14.9% |
| 6M | +17.8% | -7.9% | +25.7% | +17.6% |
| YTD | +7.4% | -51.5% | +59.0% | +20.5% |
| 1Y | +8.9% | -53.3% | +62.2% | +22.9% |
| 3Y | +285.5% | -57.9% | +343.4% | +338.1% |
| 5Y | +415.2% | -61.3% | +476.5% | +486.2% |
| 10Y | +168.4% | +77.5% | +90.8% | +124.0% |
| All | +329.4% | +3,520.0% | -3,190.6% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling