+18.4%
GE vs FIG
-58.0%
+76.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.4% | -2.9% |
| 7D | -1.2% | -14.5% | +13.2% | -1.6% |
| 30D | -11.3% | -13.3% | +2.1% | -11.5% |
| 3M | -1.4% | +7.4% | -8.8% | -1.0% |
| 6M | +1.2% | -27.8% | +29.0% | +2.9% |
| YTD | +5.9% | -41.1% | +47.0% | +9.1% |
| 1Y | +18.4% | -58.7% | +77.1% | +26.5% |
| All | +18.4% | -58.0% | +76.4% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling