+448.8%
GS vs GE
+156.8%
+292.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +1.6% | +5.4% | -3.8% | -0.6% |
| 30D | +1.7% | +9.6% | -8.0% | -2.3% |
| 3M | -11.6% | -7.7% | -3.9% | -8.7% |
| 6M | -1.9% | +14.0% | -15.9% | -7.6% |
| YTD | +5.1% | +10.2% | -5.1% | -0.4% |
| 1Y | +16.4% | +8.9% | +7.5% | +10.7% |
| 3Y | +199.0% | +273.7% | -74.7% | +66.1% |
| 5Y | +157.4% | +410.2% | -252.8% | +22.3% |
| All | +448.8% | +156.8% | +292.1% | +168.3% |
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