+20.2%
GE vs FIG
-74.0%
+94.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -2.8% | -12.2% | +9.4% | -3.1% |
| 30D | -11.9% | -11.0% | -1.0% | -12.1% |
| 3M | +1.8% | +11.9% | -10.0% | +2.3% |
| 6M | -0.6% | -21.9% | +21.3% | +0.2% |
| YTD | +5.5% | -40.8% | +46.3% | +6.6% |
| 1Y | +15.0% | -56.6% | +71.6% | +17.1% |
| All | +20.2% | -74.0% | +94.1% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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