+151.2%
GE vs FTI
+183.5%
-32.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +5.1% | +5.4% | -0.3% | +3.4% |
| 30D | +7.6% | -8.2% | +15.8% | +10.0% |
| 3M | -9.3% | -13.7% | +4.4% | -5.6% |
| 6M | +11.5% | -11.2% | +22.7% | +14.0% |
| YTD | +7.9% | +46.0% | -38.1% | -6.6% |
| 1Y | +7.6% | +51.8% | -44.1% | -8.2% |
| 3Y | +265.9% | +206.7% | +59.1% | +141.6% |
| 5Y | +405.9% | +862.0% | -456.1% | +110.4% |
| All | +151.2% | +183.5% | -32.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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