+242.0%
GE vs USFR
+28.6%
+213.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +5.1% | +0.1% | +5.1% | +5.1% |
| 30D | +7.6% | +0.4% | +7.2% | +7.3% |
| 3M | -9.3% | +1.0% | -10.3% | -9.9% |
| 6M | +11.5% | +2.0% | +9.5% | +10.2% |
| YTD | +7.9% | +3.4% | +4.4% | +5.6% |
| 1Y | +7.6% | +4.1% | +3.6% | +5.0% |
| 3Y | +265.9% | +14.4% | +251.5% | +236.7% |
| 5Y | +405.9% | +21.4% | +384.5% | +351.1% |
| 10Y | +149.6% | +28.5% | +121.1% | +118.2% |
| All | +242.0% | +28.6% | +213.4% | +192.6% |
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