+507.3%
GE vs FGI
-70.4%
+577.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.5% | +1.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -11.6% | +65.4% | -77.0% | -13.2% |
| 3M | +3.0% | +23.5% | -20.5% | +1.6% |
| 6M | -0.5% | +60.5% | -61.1% | -3.6% |
| YTD | +9.7% | +30.0% | -20.3% | +6.8% |
| 1Y | +20.0% | +82.1% | -62.0% | +13.6% |
| 3Y | +275.8% | -4.4% | +280.2% | +258.1% |
| All | +507.3% | -70.4% | +577.6% | +495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling