+2,765.1%
GE vs D
+2,450.0%
+315.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.3% |
| 7D | +7.1% | +3.0% | +4.1% | +5.8% |
| 30D | +6.5% | +11.5% | -5.0% | +1.6% |
| 3M | -13.6% | +3.7% | -17.3% | -15.0% |
| 6M | +6.0% | +13.5% | -7.6% | -0.1% |
| YTD | +5.4% | +20.7% | -15.3% | -3.4% |
| 1Y | +6.5% | +18.2% | -11.8% | -1.8% |
| 3Y | +268.6% | +73.3% | +195.3% | +181.1% |
| 5Y | +389.0% | +12.3% | +376.8% | +343.7% |
| 10Y | +163.3% | +43.4% | +119.9% | +106.3% |
| All | +2,765.1% | +2,450.0% | +315.1% | +514.9% |
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 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