+151.2%
GE vs FDS
+127.0%
+24.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.2% |
| 7D | +5.1% | -2.6% | +7.7% | +5.8% |
| 30D | +7.6% | +14.1% | -6.5% | +3.5% |
| 3M | -9.3% | +19.8% | -29.1% | -14.5% |
| 6M | +11.5% | +55.0% | -43.4% | -4.4% |
| YTD | +7.9% | +15.9% | -8.0% | +0.6% |
| 1Y | +7.6% | +24.2% | -16.5% | -2.8% |
| 3Y | +265.9% | -24.0% | +289.9% | +296.5% |
| 5Y | +405.9% | -23.3% | +429.3% | +436.0% |
| All | +151.2% | +127.0% | +24.2% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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