+152.0%
GE vs FLR
+7.4%
+144.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +2.7% | +5.4% | -2.7% | +1.4% |
| 30D | +8.1% | +2.8% | +5.2% | +7.3% |
| 3M | -7.9% | -6.4% | -1.5% | -6.8% |
| 6M | +12.9% | +8.8% | +4.1% | +9.2% |
| YTD | +8.2% | +23.6% | -15.4% | +1.0% |
| 1Y | +9.7% | +13.8% | -4.1% | +4.3% |
| 3Y | +266.1% | +36.5% | +229.6% | +219.8% |
| 5Y | +407.4% | +119.3% | +288.0% | +287.0% |
| All | +152.0% | +7.4% | +144.6% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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