+147.8%
GE vs FTI
+301.2%
-153.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.5% |
| 7D | -2.8% | -5.6% | +2.8% | -1.0% |
| 30D | -11.9% | +0.4% | -12.3% | -12.1% |
| 3M | +1.8% | +8.1% | -6.3% | -1.4% |
| 6M | -0.6% | +16.7% | -17.3% | -6.7% |
| YTD | +5.5% | +70.0% | -64.5% | -12.4% |
| 1Y | +15.0% | +85.4% | -70.5% | -7.6% |
| 3Y | +269.5% | +265.9% | +3.6% | +131.4% |
| 5Y | +422.4% | +1,072.7% | -650.3% | +104.8% |
| All | +147.8% | +301.2% | -153.4% | +16.5% |
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