+405.9%
GE vs D
+12.4%
+393.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | +5.1% | -3.1% | +8.2% | +5.8% |
| 30D | +7.6% | +8.4% | -0.8% | +5.7% |
| 3M | -9.3% | +0.2% | -9.5% | -9.4% |
| 6M | +11.5% | +9.5% | +2.1% | +9.1% |
| YTD | +7.9% | +18.8% | -10.9% | +3.6% |
| 1Y | +7.6% | +14.7% | -7.1% | +4.1% |
| 3Y | +265.9% | +72.9% | +192.9% | +217.7% |
| 5Y | +405.9% | +13.1% | +392.8% | +396.9% |
| All | +405.9% | +12.4% | +393.6% | +396.9% |
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