+268.6%
GE vs FGI
+1.5%
+267.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | +7.1% | -7.0% | +14.1% | +7.2% |
| 30D | +6.5% | -4.2% | +10.7% | +6.5% |
| 3M | -13.6% | +55.6% | -69.2% | -14.6% |
| 6M | +6.0% | -3.2% | +9.1% | +5.3% |
| YTD | +5.4% | +29.1% | -23.7% | +3.5% |
| 1Y | +6.5% | +51.0% | -44.5% | +4.0% |
| 3Y | +268.6% | +1.5% | +267.1% | +267.4% |
| All | +268.6% | +1.5% | +267.1% | +267.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling