+436.7%
GE vs FFIV
+92.2%
+344.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +1.2% | -1.5% | +2.7% | +1.7% |
| 30D | -9.5% | -2.7% | -6.9% | -8.9% |
| 3M | +4.1% | -1.7% | +5.8% | +4.2% |
| 6M | +3.9% | +36.1% | -32.2% | -8.6% |
| YTD | +9.0% | +52.6% | -43.6% | -9.2% |
| 1Y | +21.9% | +21.5% | +0.4% | +10.9% |
| 3Y | +281.8% | +142.7% | +139.1% | +152.2% |
| 5Y | +436.7% | +92.6% | +344.2% | +278.0% |
| All | +436.7% | +92.2% | +344.5% | +278.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling