+417.9%
GE vs DE
+96.1%
+321.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -1.2% | -3.0% | +1.8% | -0.2% |
| 30D | -11.3% | +11.1% | -22.4% | -14.8% |
| 3M | -1.4% | +17.6% | -19.0% | -7.4% |
| 6M | +1.2% | +13.6% | -12.4% | -4.0% |
| YTD | +5.9% | +46.3% | -40.3% | -8.8% |
| 1Y | +18.4% | +44.2% | -25.8% | +2.1% |
| 3Y | +271.0% | +76.6% | +194.4% | +191.1% |
| 5Y | +417.9% | +98.2% | +319.7% | +280.7% |
| All | +417.9% | +96.1% | +321.8% | +280.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling