+486.7%
GS vs GE
+159.6%
+327.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.5% |
| 7D | -3.2% | +7.1% | -10.3% | -6.0% |
| 30D | -2.4% | +6.5% | -8.9% | -5.1% |
| 3M | -15.7% | -13.6% | -2.2% | -10.6% |
| 6M | -6.8% | +6.0% | -12.8% | -9.4% |
| YTD | -0.1% | +5.4% | -5.4% | -3.5% |
| 1Y | +12.1% | +6.5% | +5.6% | +7.6% |
| 3Y | +185.8% | +268.6% | -82.8% | +59.4% |
| 5Y | +140.1% | +389.0% | -249.0% | +15.8% |
| All | +486.7% | +159.6% | +327.1% | +195.3% |
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