+335.3%
GE vs FIVE
+822.5%
-487.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +7.1% | -0.3% | +7.4% | +7.2% |
| 30D | +6.5% | +17.7% | -11.2% | +2.8% |
| 3M | -13.6% | +4.0% | -17.5% | -14.5% |
| 6M | +6.0% | +2.6% | +3.4% | +4.3% |
| YTD | +5.4% | +27.6% | -22.2% | -1.3% |
| 1Y | +6.5% | +59.9% | -53.5% | -5.2% |
| 3Y | +268.6% | +35.8% | +232.8% | +220.7% |
| 5Y | +389.0% | +14.4% | +374.6% | +328.6% |
| 10Y | +163.3% | +576.1% | -412.8% | +61.0% |
| All | +335.3% | +822.5% | -487.2% | +147.6% |
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