+438.8%
GS vs GE
+150.1%
+288.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.9% | +2.7% | +3.2% | +4.7% |
| 30D | +4.3% | +8.1% | -3.8% | +0.8% |
| 3M | -11.7% | -7.9% | -3.8% | -8.7% |
| 6M | -3.2% | +12.9% | -16.1% | -8.4% |
| YTD | +5.8% | +8.2% | -2.4% | +1.1% |
| 1Y | +16.0% | +9.7% | +6.4% | +10.0% |
| 3Y | +199.8% | +266.1% | -66.4% | +67.9% |
| 5Y | +155.5% | +407.4% | -251.9% | +21.7% |
| All | +438.8% | +150.1% | +288.8% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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