+9.7%
GE vs FDS
+25.7%
-16.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.7% | +1.5% | +1.2% | +2.8% |
| 30D | +8.1% | +14.8% | -6.7% | +9.7% |
| 3M | -7.9% | +16.3% | -24.1% | -6.2% |
| 6M | +12.9% | +66.2% | -53.3% | +20.9% |
| YTD | +8.2% | +16.2% | -8.1% | +7.5% |
| 1Y | +9.7% | +21.8% | -12.2% | +11.7% |
| All | +9.7% | +25.7% | -16.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling