+338.7%
GE vs CSGP
+3,334.4%
-2,995.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | -1.6% | -4.1% | +2.5% | -0.8% |
| 30D | -11.6% | +2.3% | -13.9% | -12.3% |
| 3M | +3.0% | -8.2% | +11.2% | +3.8% |
| 6M | -0.5% | -35.1% | +34.5% | +6.9% |
| YTD | +9.7% | -54.0% | +63.8% | +25.2% |
| 1Y | +20.0% | -65.3% | +85.3% | +44.5% |
| 3Y | +275.8% | -62.6% | +338.4% | +339.9% |
| 5Y | +429.1% | -64.8% | +493.9% | +516.9% |
| 10Y | +151.2% | +45.1% | +106.1% | +119.1% |
| All | +338.7% | +3,334.4% | -2,995.7% | +120.1% |
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