+498.6%
GE vs FGI
-74.8%
+573.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -25.2% | +25.5% | +0.7% |
| 7D | +2.7% | -14.4% | +17.1% | +2.8% |
| 30D | +8.1% | -11.8% | +19.8% | +8.2% |
| 3M | -7.9% | -46.2% | +38.4% | -7.2% |
| 6M | +12.9% | +5.2% | +7.7% | +11.3% |
| YTD | +8.2% | +10.5% | -2.4% | +5.3% |
| 1Y | +9.7% | +25.5% | -15.8% | +5.9% |
| 3Y | +266.1% | -16.0% | +282.1% | +248.6% |
| All | +498.6% | -74.8% | +573.4% | +487.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling