-15.8%
F vs GE
+406.8%
-422.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -1.3% |
| 7D | -3.9% | +5.1% | -9.0% | -6.0% |
| 30D | -0.5% | +7.6% | -8.0% | -3.8% |
| 3M | -12.9% | -9.3% | -3.6% | -9.5% |
| 6M | +1.5% | +11.5% | -10.0% | -4.5% |
| YTD | -5.0% | +7.9% | -12.9% | -10.2% |
| 1Y | -7.3% | +7.6% | -15.0% | -12.4% |
| 3Y | +45.3% | +265.9% | -220.6% | -38.5% |
| 5Y | -15.8% | +405.9% | -421.7% | -74.4% |
| All | -15.8% | +406.8% | -422.6% | -74.4% |
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