+24.2%
GE vs FIG
-73.2%
+97.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | -0.8% |
| 7D | +1.2% | -16.4% | +17.5% | +0.7% |
| 30D | -9.5% | -2.3% | -7.2% | -9.6% |
| 3M | +4.1% | +7.8% | -3.7% | +4.6% |
| 6M | +3.9% | -21.8% | +25.8% | +4.8% |
| YTD | +9.0% | -39.1% | +48.1% | +10.2% |
| 1Y | +21.9% | -56.6% | +78.6% | +24.2% |
| All | +24.2% | -73.2% | +97.4% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling