+417.9%
GE vs FTI
+1,177.2%
-759.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.2% | -2.3% | +1.1% | -0.7% |
| 30D | -11.3% | +5.0% | -16.3% | -12.3% |
| 3M | -1.4% | +13.8% | -15.2% | -4.9% |
| 6M | +1.2% | +22.9% | -21.7% | -4.8% |
| YTD | +5.9% | +75.0% | -69.1% | -9.0% |
| 1Y | +18.4% | +96.9% | -78.5% | -1.5% |
| 3Y | +271.0% | +276.7% | -5.8% | +159.8% |
| 5Y | +417.9% | +1,157.0% | -739.1% | +148.2% |
| All | +417.9% | +1,177.2% | -759.3% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling