+152.0%
GE vs ROP
+185.2%
-33.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +2.7% | +0.7% | +1.9% | +2.3% |
| 30D | +8.1% | +28.8% | -20.7% | -6.2% |
| 3M | -7.9% | +21.1% | -28.9% | -17.8% |
| 6M | +12.9% | +52.5% | -39.6% | -13.0% |
| YTD | +8.2% | +8.9% | -0.7% | +0.6% |
| 1Y | +9.7% | +8.2% | +1.4% | +2.3% |
| 3Y | +266.1% | -5.2% | +271.3% | +266.9% |
| 5Y | +407.4% | +1.7% | +405.7% | +377.3% |
| All | +152.0% | +185.2% | -33.2% | +40.8% |
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