+390.5%
GE vs D
+12.5%
+378.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.0% |
| 7D | +7.1% | +3.0% | +4.1% | +6.4% |
| 30D | +6.5% | +11.5% | -5.0% | +4.0% |
| 3M | -13.6% | +3.7% | -17.3% | -14.3% |
| 6M | +6.0% | +13.5% | -7.6% | +2.9% |
| YTD | +5.4% | +20.7% | -15.3% | +0.9% |
| 1Y | +6.5% | +18.2% | -11.8% | +2.3% |
| 3Y | +268.6% | +73.3% | +195.3% | +220.5% |
| All | +390.5% | +12.5% | +378.0% | +380.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling