+157.4%
GE vs FFIV
+126.0%
+31.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +5.4% | -4.2% | +9.6% | +7.1% |
| 30D | +9.6% | -33.9% | +43.5% | +26.1% |
| 3M | -7.7% | -22.6% | +14.9% | -0.9% |
| 6M | +14.0% | -10.4% | +24.4% | +14.6% |
| YTD | +10.2% | +24.3% | -14.1% | -5.2% |
| 1Y | +8.9% | +31.8% | -22.9% | -8.9% |
| 3Y | +273.7% | +99.5% | +174.1% | +151.7% |
| 5Y | +410.2% | +40.7% | +369.5% | +293.5% |
| 10Y | +157.4% | +126.9% | +30.5% | +44.9% |
| All | +157.4% | +126.0% | +31.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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