+390.5%
GE vs FDS
-22.8%
+413.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.1% |
| 7D | +7.1% | -0.5% | +7.6% | +7.1% |
| 30D | +6.5% | +20.2% | -13.7% | +4.1% |
| 3M | -13.6% | +19.9% | -33.4% | -15.8% |
| 6M | +6.0% | +56.2% | -50.2% | -1.6% |
| YTD | +5.4% | +14.6% | -9.2% | +4.3% |
| 1Y | +6.5% | +31.6% | -25.1% | +0.5% |
| 3Y | +268.6% | -23.8% | +292.4% | +313.2% |
| All | +390.5% | -22.8% | +413.3% | +413.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling