+158.6%
GE vs DD
+99.0%
+59.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.9% |
| 7D | +4.0% | +3.2% | +0.8% | +2.3% |
| 30D | +11.1% | +20.3% | -9.2% | +0.5% |
| 3M | -6.7% | +8.2% | -14.9% | -10.9% |
| 6M | +14.3% | +3.4% | +10.9% | +11.4% |
| YTD | +11.7% | +30.6% | -18.9% | -4.6% |
| 1Y | +10.9% | +30.6% | -19.7% | -5.5% |
| 3Y | +279.0% | +91.1% | +187.9% | +149.5% |
| 5Y | +427.0% | +68.6% | +358.4% | +266.1% |
| 10Y | +158.6% | +99.9% | +58.7% | +41.3% |
| All | +158.6% | +99.0% | +59.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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