+152.0%
GE vs ROP
+132.1%
+19.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.1% |
| 7D | -1.2% | -6.1% | +4.9% | +2.1% |
| 30D | -11.3% | -3.4% | -7.9% | -9.9% |
| 3M | -1.4% | +16.7% | -18.1% | -11.0% |
| 6M | +1.2% | +8.1% | -6.9% | -5.3% |
| YTD | +5.9% | -11.7% | +17.6% | +11.1% |
| 1Y | +18.4% | -24.2% | +42.6% | +36.0% |
| 3Y | +271.0% | -19.0% | +289.9% | +305.3% |
| 5Y | +417.9% | -15.9% | +433.8% | +441.5% |
| 10Y | +152.0% | +135.7% | +16.3% | +53.4% |
| All | +152.0% | +132.1% | +19.8% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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