+141.0%
GS vs GE
+384.2%
-243.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -4.3% |
| 7D | -6.3% | +0.5% | -6.9% | -6.5% |
| 30D | -3.1% | +1.7% | -4.9% | -4.0% |
| 3M | -17.7% | -17.3% | -0.3% | -10.2% |
| 6M | -4.6% | +10.1% | -14.6% | -9.2% |
| YTD | +0.3% | +2.6% | -2.3% | -2.3% |
| 1Y | +11.7% | +3.7% | +8.0% | +8.1% |
| 3Y | +183.6% | +268.3% | -84.7% | +47.0% |
| 5Y | +141.0% | +376.2% | -235.2% | +2.5% |
| All | +141.0% | +384.2% | -243.3% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling