+27.3%
GE vs FIG
-77.7%
+105.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.5% |
| 7D | +4.0% | -14.3% | +18.3% | +3.8% |
| 30D | +11.1% | -13.6% | +24.7% | +10.8% |
| 3M | -6.7% | -23.7% | +17.0% | -7.2% |
| 6M | +14.3% | -5.4% | +19.7% | +14.8% |
| YTD | +11.7% | -49.2% | +61.0% | +12.6% |
| 1Y | +10.9% | -57.4% | +68.3% | +11.9% |
| All | +27.3% | -77.7% | +105.0% | +27.8% |
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