+12.1%
GS vs GE
+7.0%
+5.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.5% |
| 7D | -3.2% | +7.1% | -10.3% | -5.9% |
| 30D | -2.4% | +6.5% | -8.9% | -5.0% |
| 3M | -15.7% | -13.6% | -2.2% | -10.6% |
| 6M | -6.8% | +6.0% | -12.8% | -9.1% |
| YTD | -0.1% | +5.4% | -5.4% | -3.0% |
| 1Y | +12.1% | +6.5% | +5.6% | +10.2% |
| All | +12.1% | +7.0% | +5.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling