+163.2%
GE vs FTI
+2,165.1%
-2,001.9%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.6% | +5.3% | -6.9% | -3.2% |
| 30D | -11.6% | +15.3% | -26.9% | -15.6% |
| 3M | +3.0% | +15.8% | -12.7% | -2.5% |
| 6M | -0.5% | +22.6% | -23.1% | -8.0% |
| YTD | +9.7% | +79.5% | -69.8% | -10.4% |
| 1Y | +20.0% | +102.0% | -82.0% | -6.0% |
| 3Y | +275.8% | +315.8% | -40.0% | +126.1% |
| 5Y | +429.1% | +1,129.5% | -700.4% | +107.8% |
| 10Y | +151.2% | +320.9% | -169.8% | +20.0% |
| All | +163.2% | +2,165.1% | -2,001.9% | -37.1% |
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