+396.0%
GE vs DD
+71.8%
+324.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +1.1% |
| 7D | +6.3% | +9.8% | -3.5% | +1.6% |
| 30D | +8.9% | +19.3% | -10.5% | +0.1% |
| 3M | -9.2% | +9.4% | -18.6% | -13.2% |
| 6M | +13.2% | +4.8% | +8.4% | +10.1% |
| YTD | +9.4% | +30.2% | -20.8% | -4.5% |
| 1Y | +9.8% | +32.2% | -22.4% | -5.1% |
| 3Y | +278.2% | +93.1% | +185.1% | +156.2% |
| 5Y | +396.0% | +68.0% | +328.0% | +260.0% |
| All | +396.0% | +71.8% | +324.2% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling