+148.8%
GE vs USFR
+28.0%
+120.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -11.3% | +0.3% | -11.5% | -11.7% |
| 3M | -1.4% | +1.0% | -2.4% | -3.2% |
| 6M | +1.2% | +1.9% | -0.7% | -2.6% |
| YTD | +5.9% | +2.7% | +3.3% | +0.4% |
| 1Y | +18.4% | +4.0% | +14.4% | +9.2% |
| 3Y | +271.0% | +14.0% | +256.9% | +185.6% |
| 5Y | +417.9% | +20.4% | +397.5% | +262.4% |
| All | +148.8% | +28.0% | +120.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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