+64.1%
DIA vs GE
+434.8%
-370.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | -2.1% | -9.5% | +7.4% | +0.6% |
| 3M | +4.2% | +4.1% | 0.0% | +2.6% |
| 6M | +11.9% | +3.9% | +8.0% | +9.8% |
| YTD | +10.8% | +9.0% | +1.8% | +6.8% |
| 1Y | +17.5% | +21.9% | -4.4% | +9.2% |
| 3Y | +59.9% | +281.8% | -221.9% | +0.2% |
| 5Y | +64.1% | +436.7% | -372.6% | -13.8% |
| All | +64.1% | +434.8% | -370.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 5y: compounded portfolio wealth divided by compounded GE 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…
5y analysis · Full analysis span regression · 6 months rolling