+153.0%
GE vs D
+34.8%
+118.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | -11.6% | -2.6% | -9.0% | -10.8% |
| 3M | +3.0% | 0.0% | +3.0% | +2.9% |
| 6M | -0.5% | +7.4% | -7.9% | -3.4% |
| YTD | +9.7% | +15.9% | -6.1% | +3.6% |
| 1Y | +20.0% | +18.1% | +1.9% | +12.3% |
| 3Y | +275.8% | +58.4% | +217.5% | +207.4% |
| 5Y | +429.1% | +5.2% | +423.9% | +408.5% |
| All | +153.0% | +34.8% | +118.2% | +127.2% |
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