+496.9%
GE vs FGI
-66.3%
+563.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.6% | -3.6% |
| 7D | +5.1% | +13.5% | -8.4% | +4.9% |
| 30D | +7.6% | +17.1% | -9.6% | +7.3% |
| 3M | -9.3% | +78.0% | -87.3% | -11.1% |
| 6M | +11.5% | +46.4% | -34.9% | +9.5% |
| YTD | +7.9% | +47.7% | -39.9% | +4.6% |
| 1Y | +7.6% | +56.8% | -49.2% | +3.7% |
| 3Y | +265.9% | +12.3% | +253.6% | +247.0% |
| All | +496.9% | -66.3% | +563.2% | +483.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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