+152.0%
GE vs DD
+64.9%
+87.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.5% |
| 7D | -1.2% | -3.8% | +2.5% | +0.8% |
| 30D | -11.3% | -9.2% | -2.0% | -6.7% |
| 3M | -1.4% | -9.0% | +7.6% | +3.4% |
| 6M | +1.2% | -5.0% | +6.2% | +3.3% |
| YTD | +5.9% | +7.4% | -1.5% | +0.7% |
| 1Y | +18.4% | +35.1% | -16.7% | -1.5% |
| 3Y | +271.0% | +43.2% | +227.8% | +186.7% |
| 5Y | +417.9% | +59.6% | +358.3% | +268.1% |
| 10Y | +152.0% | +66.5% | +85.4% | +50.7% |
| All | +152.0% | +64.9% | +87.0% | +50.7% |
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