+856.6%
GE vs FDS
+9,502.8%
-8,646.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | -11.6% | +9.0% | -20.6% | -14.1% |
| 3M | +3.0% | +18.9% | -15.8% | -3.4% |
| 6M | -0.5% | +35.1% | -35.7% | -11.3% |
| YTD | +9.7% | +5.5% | +4.2% | +4.3% |
| 1Y | +20.0% | -16.8% | +36.8% | +21.4% |
| 3Y | +275.8% | -28.1% | +303.9% | +294.6% |
| 5Y | +429.1% | -17.4% | +446.5% | +426.3% |
| 10Y | +151.2% | +85.4% | +65.7% | +92.0% |
| All | +856.6% | +9,502.8% | -8,646.2% | +200.9% |
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