+523.3%
GE vs FERG
+1,335.0%
-811.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | +1.2% | +3.4% | -2.2% | +0.6% |
| 30D | -9.5% | -11.5% | +2.0% | -7.6% |
| 3M | +4.1% | +1.3% | +2.9% | +3.8% |
| 6M | +3.9% | -1.0% | +4.9% | +4.1% |
| YTD | +9.0% | +3.2% | +5.8% | +8.4% |
| 1Y | +21.9% | -3.0% | +24.9% | +22.2% |
| 3Y | +281.8% | +55.0% | +226.8% | +255.8% |
| 5Y | +436.7% | +72.6% | +364.1% | +389.6% |
| 10Y | +151.5% | +358.9% | -207.4% | +113.6% |
| All | +523.3% | +1,335.0% | -811.8% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FERG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling