+139.3%
GS vs GE
+386.1%
-246.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.6% |
| 7D | -3.2% | +7.1% | -10.3% | -6.3% |
| 30D | -2.4% | +6.5% | -8.9% | -5.3% |
| 3M | -15.7% | -13.6% | -2.2% | -10.1% |
| 6M | -6.8% | +6.0% | -12.8% | -9.7% |
| YTD | -0.1% | +5.4% | -5.4% | -3.9% |
| 1Y | +12.1% | +6.5% | +5.6% | +7.1% |
| 3Y | +185.8% | +268.6% | -82.8% | +48.1% |
| All | +139.3% | +386.1% | -246.7% | +0.9% |
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