+353.3%
GE vs FIVE
+868.1%
-514.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | 0.0% |
| 7D | -1.6% | +4.3% | -5.9% | -2.5% |
| 30D | -11.6% | +12.5% | -24.1% | -14.0% |
| 3M | +3.0% | +31.2% | -28.2% | -3.3% |
| 6M | -0.5% | +14.4% | -14.9% | -4.5% |
| YTD | +9.7% | +33.9% | -24.2% | +1.8% |
| 1Y | +20.0% | +65.1% | -45.0% | +6.0% |
| 3Y | +275.8% | +49.0% | +226.9% | +220.0% |
| 5Y | +429.1% | +30.3% | +398.8% | +349.5% |
| 10Y | +151.2% | +481.1% | -329.9% | +55.5% |
| All | +353.3% | +868.1% | -514.9% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling