+86.4%
F vs GE
+151.9%
-65.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -3.9% |
| 7D | +1.2% | +1.2% | 0.0% | +0.7% |
| 30D | +1.2% | -9.5% | +10.7% | +5.6% |
| 3M | -5.7% | +4.1% | -9.8% | -8.0% |
| 6M | +17.9% | +3.9% | +14.0% | +14.4% |
| YTD | +10.4% | +9.0% | +1.4% | +4.3% |
| 1Y | +25.3% | +21.9% | +3.4% | +11.9% |
| 3Y | +37.5% | +281.8% | -244.3% | -32.5% |
| 5Y | +46.5% | +436.7% | -390.2% | -40.3% |
| 10Y | +86.4% | +151.5% | -65.1% | -4.6% |
| All | +86.4% | +151.9% | -65.5% | -4.6% |
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