+151.2%
GE vs D
+47.7%
+103.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +5.1% | -3.1% | +8.2% | +6.2% |
| 30D | +7.6% | +8.4% | -0.8% | +4.5% |
| 3M | -9.3% | +0.2% | -9.5% | -9.5% |
| 6M | +11.5% | +9.5% | +2.1% | +7.5% |
| YTD | +7.9% | +18.8% | -10.9% | +0.8% |
| 1Y | +7.6% | +14.7% | -7.1% | +1.7% |
| 3Y | +265.9% | +72.9% | +192.9% | +189.0% |
| 5Y | +405.9% | +13.1% | +392.8% | +371.7% |
| All | +151.2% | +47.7% | +103.6% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling