+158.7%
GE vs FTI
+1,741.8%
-1,583.1%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | -9.3% | -13.7% | +4.4% | -5.6% |
| 6M | +11.5% | -11.2% | +22.7% | +14.1% |
| YTD | +7.9% | +46.0% | -38.1% | -6.5% |
| 1Y | +7.6% | +51.8% | -44.1% | -8.0% |
| 3Y | +265.9% | +206.7% | +59.1% | +142.5% |
| 5Y | +405.9% | +862.0% | -456.1% | +114.9% |
| 10Y | +149.6% | +182.3% | -32.7% | +35.0% |
| All | +158.7% | +1,741.8% | -1,583.1% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling