+147.8%
GE vs DE
+867.0%
-719.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.8% | -2.4% | -0.4% | -1.6% |
| 30D | -11.9% | +9.7% | -21.6% | -16.5% |
| 3M | +1.8% | +21.4% | -19.5% | -8.6% |
| 6M | -0.6% | +15.0% | -15.6% | -8.6% |
| YTD | +5.5% | +46.4% | -40.9% | -15.3% |
| 1Y | +15.0% | +45.6% | -30.7% | -8.0% |
| 3Y | +269.5% | +76.8% | +192.8% | +157.9% |
| 5Y | +422.4% | +99.4% | +323.0% | +222.0% |
| All | +147.8% | +867.0% | -719.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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