+508.4%
F vs GE
+2,859.3%
-2,350.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -2.2% |
| 7D | +1.6% | +7.1% | -5.6% | -2.2% |
| 30D | +2.6% | +6.5% | -3.8% | -0.9% |
| 3M | -8.8% | -13.6% | +4.8% | -1.9% |
| 6M | +4.6% | +6.0% | -1.4% | +0.1% |
| YTD | -1.9% | +5.4% | -7.3% | -6.9% |
| 1Y | -0.8% | +6.5% | -7.2% | -6.6% |
| 3Y | +43.5% | +268.6% | -225.1% | -35.5% |
| 5Y | -12.1% | +389.0% | -401.1% | -66.6% |
| 10Y | +83.6% | +163.3% | -79.7% | -14.1% |
| All | +508.4% | +2,859.3% | -2,350.9% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling