+15.7%
GE vs DE
+45.6%
-29.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -11.9% | +9.7% | -21.6% | -14.0% |
| 3M | +1.8% | +21.4% | -19.5% | -3.5% |
| 6M | -0.6% | +15.0% | -15.6% | -4.5% |
| YTD | +5.5% | +46.4% | -40.9% | +0.2% |
| All | +15.7% | +45.6% | -29.9% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling