+152.0%
GE vs FERG
+424.2%
-272.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.7% | +9.7% | -7.1% | +0.3% |
| 30D | +8.1% | +15.0% | -7.0% | +4.4% |
| 3M | -7.9% | +3.8% | -11.6% | -8.8% |
| 6M | +12.9% | +10.6% | +2.3% | +9.9% |
| YTD | +8.2% | +17.0% | -8.8% | +4.0% |
| 1Y | +9.7% | +7.1% | +2.6% | +7.4% |
| 3Y | +266.1% | +67.7% | +198.4% | +222.9% |
| 5Y | +407.4% | +76.4% | +331.0% | +332.2% |
| All | +152.0% | +424.2% | -272.3% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling