+2,883.5%
GE vs D
+2,347.4%
+536.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.6% | +1.5% | -3.1% | -2.2% |
| 30D | -11.6% | -2.6% | -9.0% | -10.6% |
| 3M | +3.0% | 0.0% | +3.0% | +2.9% |
| 6M | -0.5% | +7.4% | -7.9% | -4.0% |
| YTD | +9.7% | +15.9% | -6.1% | +2.5% |
| 1Y | +20.0% | +18.1% | +1.9% | +10.8% |
| 3Y | +275.8% | +58.4% | +217.5% | +197.6% |
| 5Y | +429.1% | +5.2% | +423.9% | +393.8% |
| 10Y | +151.2% | +35.9% | +115.3% | +101.6% |
| All | +2,883.5% | +2,347.4% | +536.1% | +552.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling