+2,689.6%
GE vs D
+2,488.7%
+201.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +0.5% | +6.9% | -6.4% | -2.3% |
| 30D | +1.7% | +12.3% | -10.6% | -3.2% |
| 3M | -17.3% | +3.0% | -20.4% | -18.5% |
| 6M | +10.1% | +12.8% | -2.7% | +4.0% |
| YTD | +2.6% | +22.6% | -19.9% | -6.6% |
| 1Y | +3.7% | +21.7% | -17.9% | -5.4% |
| 3Y | +268.3% | +83.9% | +184.4% | +173.7% |
| 5Y | +376.2% | +14.0% | +362.2% | +329.4% |
| 10Y | +156.4% | +45.6% | +110.8% | +99.7% |
| All | +2,689.6% | +2,488.7% | +201.0% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling