+8.1%
GE vs FIVE
+63.1%
-55.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +2.8% |
| 7D | +6.3% | +6.2% | +0.1% | +5.1% |
| 30D | +8.9% | +18.2% | -9.3% | +6.0% |
| 3M | -9.2% | +3.8% | -13.0% | -10.0% |
| 6M | +13.2% | +13.7% | -0.5% | +10.8% |
| YTD | +9.4% | +34.7% | -25.3% | -0.4% |
| All | +8.1% | +63.1% | -55.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling