+248.0%
GE vs USFR
+27.5%
+220.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.6% | +0.3% | -11.9% | -11.7% |
| 3M | +3.0% | +1.0% | +2.0% | +2.4% |
| 6M | -0.5% | +1.9% | -2.5% | -1.7% |
| YTD | +9.7% | +2.6% | +7.1% | +8.0% |
| 1Y | +20.0% | +4.0% | +16.0% | +17.1% |
| 3Y | +275.8% | +14.1% | +261.7% | +246.6% |
| 5Y | +429.1% | +20.4% | +408.7% | +374.1% |
| 10Y | +151.2% | +28.0% | +123.2% | +120.4% |
| All | +248.0% | +27.5% | +220.4% | +199.2% |
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