+266.1%
GE vs FTI
+212.2%
+53.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +2.7% | +4.3% | -1.7% | +1.6% |
| 30D | +8.1% | -4.7% | +12.7% | +9.0% |
| 3M | -7.9% | -13.5% | +5.7% | -4.9% |
| 6M | +12.9% | -8.7% | +21.6% | +14.2% |
| YTD | +8.2% | +49.0% | -40.8% | -7.5% |
| 1Y | +9.7% | +54.0% | -44.3% | -7.4% |
| 3Y | +266.1% | +211.6% | +54.5% | +151.2% |
| All | +266.1% | +212.2% | +53.9% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling