+159.5%
GE vs FND
+61.4%
+98.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -2.4% |
| 7D | +5.1% | -5.1% | +10.3% | +6.5% |
| 30D | +7.6% | +9.2% | -1.6% | +5.1% |
| 3M | -9.3% | -17.7% | +8.4% | -5.3% |
| 6M | +11.5% | +2.5% | +9.1% | +9.6% |
| YTD | +7.9% | -19.8% | +27.7% | +11.7% |
| 1Y | +7.6% | -22.7% | +30.3% | +12.2% |
| 3Y | +265.9% | -38.3% | +304.2% | +283.3% |
| 5Y | +405.9% | -63.0% | +468.9% | +477.1% |
| All | +159.5% | +61.4% | +98.1% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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