+853.6%
GE vs FDS
+10,290.2%
-9,436.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +6.3% | -5.0% | +11.2% | +7.7% |
| 30D | +8.9% | +13.8% | -4.9% | +4.6% |
| 3M | -9.2% | +14.8% | -24.0% | -13.6% |
| 6M | +13.2% | +47.4% | -34.1% | -1.4% |
| YTD | +9.4% | +14.2% | -4.8% | +1.0% |
| 1Y | +9.8% | +26.6% | -16.9% | -2.3% |
| 3Y | +278.2% | -24.4% | +302.6% | +289.3% |
| 5Y | +396.0% | -22.6% | +418.7% | +401.6% |
| 10Y | +162.4% | +130.0% | +32.4% | +87.4% |
| All | +853.6% | +10,290.2% | -9,436.6% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling