+158.6%
GE vs DAR
+290.1%
-131.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.6% | -0.1% |
| 7D | +4.0% | +3.6% | +0.4% | +2.9% |
| 30D | +11.1% | -11.3% | +22.3% | +14.8% |
| 3M | -6.7% | -13.1% | +6.4% | -3.5% |
| 6M | +14.3% | -15.1% | +29.4% | +18.3% |
| YTD | +11.7% | +50.5% | -38.8% | -4.7% |
| 1Y | +10.9% | +57.9% | -47.0% | -7.1% |
| 3Y | +279.0% | +28.9% | +250.1% | +217.6% |
| 5Y | +427.0% | -31.4% | +458.4% | +442.2% |
| 10Y | +158.6% | +301.0% | -142.5% | +27.5% |
| All | +158.6% | +290.1% | -131.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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