+268.6%
GE vs FN
+101.0%
+167.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -9.0% | +0.9% |
| 7D | +7.1% | 0.0% | +7.2% | +6.7% |
| 30D | +6.5% | -34.3% | +40.8% | +12.7% |
| 3M | -13.6% | -39.9% | +26.3% | -8.1% |
| 6M | +6.0% | -51.8% | +57.8% | +15.0% |
| YTD | +5.4% | -28.1% | +33.5% | +4.1% |
| 1Y | +6.5% | -29.1% | +35.5% | +4.7% |
| 3Y | +268.6% | +102.4% | +166.1% | +187.1% |
| All | +268.6% | +101.0% | +167.6% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 3y: compounded portfolio wealth divided by compounded FN 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…
3y analysis · Full analysis span regression · 6 months rolling