+81.0%
F vs GE
+165.1%
-84.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | -1.1% |
| 7D | -0.6% | +6.3% | -6.9% | -3.4% |
| 30D | +2.9% | +8.9% | -6.0% | -1.1% |
| 3M | -9.5% | -9.2% | -0.3% | -5.9% |
| 6M | +4.0% | +13.2% | -9.2% | -2.7% |
| YTD | -1.3% | +9.4% | -10.7% | -7.0% |
| 1Y | -1.9% | +9.8% | -11.7% | -7.9% |
| 3Y | +53.5% | +278.2% | -224.7% | -24.0% |
| 5Y | -15.1% | +396.0% | -411.2% | -64.1% |
| 10Y | +81.0% | +162.4% | -81.4% | -15.0% |
| All | +81.0% | +165.1% | -84.1% | -15.0% |
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