+518.4%
GE vs FERG
+1,526.4%
-1,007.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.7% | +9.7% | -7.1% | +0.9% |
| 30D | +8.1% | +15.0% | -7.0% | +5.5% |
| 3M | -7.9% | +3.8% | -11.6% | -8.5% |
| 6M | +12.9% | +10.6% | +2.3% | +10.8% |
| YTD | +8.2% | +17.0% | -8.8% | +5.3% |
| 1Y | +9.7% | +7.1% | +2.6% | +8.1% |
| 3Y | +266.1% | +67.7% | +198.4% | +235.8% |
| 5Y | +407.4% | +76.4% | +331.0% | +355.7% |
| 10Y | +150.3% | +424.2% | -273.9% | +108.0% |
| All | +518.4% | +1,526.4% | -1,007.9% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling