+527.4%
GE vs FERG
+1,348.4%
-821.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.6% | -10.2% | -1.4% | -10.0% |
| 3M | +3.0% | -0.6% | +3.6% | +3.0% |
| 6M | -0.5% | -6.5% | +6.0% | +0.5% |
| YTD | +9.7% | +4.2% | +5.6% | +9.0% |
| 1Y | +20.0% | -2.3% | +22.3% | +20.2% |
| 3Y | +275.8% | +48.5% | +227.3% | +252.0% |
| 5Y | +429.1% | +72.0% | +357.1% | +382.2% |
| 10Y | +151.2% | +369.9% | -218.7% | +112.8% |
| All | +527.4% | +1,348.4% | -821.0% | +398.5% |
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