+147.8%
GE vs FLR
+18.3%
+129.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -2.8% | -6.9% | +4.1% | -1.2% |
| 30D | -11.9% | +1.1% | -13.1% | -12.3% |
| 3M | +1.8% | +14.3% | -12.5% | -2.2% |
| 6M | -0.6% | +19.1% | -19.7% | -6.0% |
| YTD | +5.5% | +35.1% | -29.6% | -3.2% |
| 1Y | +15.0% | +29.5% | -14.5% | +6.0% |
| 3Y | +269.5% | +53.0% | +216.5% | +215.1% |
| 5Y | +422.4% | +238.9% | +183.5% | +262.4% |
| All | +147.8% | +18.3% | +129.5% | +97.5% |
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