+157.4%
GE vs DAR
+269.9%
-112.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +5.4% | -3.8% | +9.2% | +6.6% |
| 30D | +9.6% | -14.4% | +24.1% | +14.5% |
| 3M | -7.7% | -17.9% | +10.2% | -2.8% |
| 6M | +14.0% | -18.3% | +32.3% | +19.4% |
| YTD | +10.2% | +43.2% | -33.1% | -4.7% |
| 1Y | +8.9% | +57.7% | -48.8% | -8.9% |
| 3Y | +273.7% | +22.7% | +250.9% | +217.8% |
| 5Y | +410.2% | -34.0% | +444.2% | +430.1% |
| 10Y | +157.4% | +279.5% | -122.0% | +29.0% |
| All | +157.4% | +269.9% | -112.5% | +29.0% |
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