+159.3%
GE vs FDS
+78.9%
+80.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.5% |
| 7D | +1.2% | -5.4% | +6.5% | +2.7% |
| 30D | -9.5% | +1.6% | -11.1% | -10.2% |
| 3M | +4.1% | +17.7% | -13.6% | -2.1% |
| 6M | +3.9% | +29.1% | -25.1% | -6.4% |
| YTD | +9.0% | +1.0% | +8.0% | +6.2% |
| 1Y | +21.9% | -21.6% | +43.6% | +29.9% |
| 3Y | +281.8% | -30.1% | +311.9% | +321.1% |
| 5Y | +436.7% | -20.7% | +457.5% | +447.3% |
| All | +159.3% | +78.9% | +80.4% | +85.1% |
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