+276.2%
GE vs FFIV
+7,518.9%
-7,242.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | -11.6% | -5.1% | -6.5% | -11.0% |
| 3M | +3.0% | -4.5% | +7.5% | +3.5% |
| 6M | -0.5% | +36.5% | -37.0% | -5.4% |
| YTD | +9.7% | +53.0% | -43.2% | +2.4% |
| 1Y | +20.0% | +24.2% | -4.2% | +15.2% |
| 3Y | +275.8% | +137.2% | +138.6% | +227.6% |
| 5Y | +429.1% | +91.8% | +337.3% | +373.3% |
| 10Y | +151.2% | +215.2% | -64.0% | +108.9% |
| All | +276.2% | +7,518.9% | -7,242.7% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling