+278.2%
GE vs DD
+90.7%
+187.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +1.7% |
| 7D | +6.3% | +9.8% | -3.5% | +2.7% |
| 30D | +8.9% | +19.3% | -10.5% | +2.2% |
| 3M | -9.2% | +9.4% | -18.6% | -12.2% |
| 6M | +13.2% | +4.8% | +8.4% | +10.9% |
| YTD | +9.4% | +30.2% | -20.8% | -0.7% |
| 1Y | +9.8% | +32.2% | -22.4% | -1.0% |
| 3Y | +278.2% | +93.1% | +185.1% | +193.8% |
| All | +278.2% | +90.7% | +187.5% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling