+151.5%
GE vs DAR
+367.0%
-215.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.5% |
| 7D | +1.2% | -0.9% | +2.0% | +1.4% |
| 30D | -9.5% | +13.0% | -22.5% | -13.1% |
| 3M | +4.1% | +15.0% | -10.9% | -1.1% |
| 6M | +3.9% | +26.8% | -22.9% | -5.1% |
| YTD | +9.0% | +86.4% | -77.4% | -12.4% |
| 1Y | +21.9% | +115.1% | -93.2% | -7.3% |
| 3Y | +281.8% | +14.6% | +267.2% | +242.7% |
| 5Y | +436.7% | -8.8% | +445.5% | +401.6% |
| 10Y | +151.5% | +356.5% | -205.0% | +18.6% |
| All | +151.5% | +367.0% | -215.5% | +18.6% |
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