+249.3%
GE vs USFR
+28.6%
+220.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +9.6% | +0.4% | +9.2% | +9.4% |
| 3M | -7.7% | +1.1% | -8.8% | -8.3% |
| 6M | +14.0% | +2.1% | +12.0% | +12.6% |
| YTD | +10.2% | +3.4% | +6.7% | +7.8% |
| 1Y | +8.9% | +4.1% | +4.8% | +6.2% |
| 3Y | +273.7% | +14.4% | +259.2% | +243.9% |
| 5Y | +410.2% | +21.4% | +388.8% | +354.9% |
| 10Y | +157.4% | +28.5% | +128.9% | +125.0% |
| All | +249.3% | +28.6% | +220.7% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling