+158.6%
GE vs FIVE
+535.9%
-377.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | +11.1% | +17.4% | -6.3% | +6.8% |
| 3M | -6.7% | +7.0% | -13.8% | -8.5% |
| 6M | +14.3% | +20.5% | -6.2% | +8.0% |
| YTD | +11.7% | +33.1% | -21.4% | +2.6% |
| 1Y | +10.9% | +67.1% | -56.2% | -3.9% |
| 3Y | +279.0% | +41.9% | +237.1% | +221.1% |
| 5Y | +427.0% | +21.1% | +405.9% | +348.9% |
| 10Y | +158.6% | +518.8% | -360.2% | +49.5% |
| All | +158.6% | +535.9% | -377.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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