+2,764.4%
GE vs DE
+14,464.1%
-11,699.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | -4.0% | -2.6% | -1.4% | -3.0% |
| 30D | -11.4% | +9.0% | -20.4% | -14.8% |
| 3M | -2.6% | +19.1% | -21.8% | -9.8% |
| 6M | -0.3% | +14.4% | -14.7% | -6.4% |
| YTD | +5.4% | +45.9% | -40.6% | -10.8% |
| 1Y | +15.5% | +43.6% | -28.1% | -1.9% |
| 3Y | +260.8% | +75.9% | +184.9% | +177.2% |
| 5Y | +421.6% | +98.8% | +322.9% | +271.9% |
| 10Y | +150.6% | +861.4% | -710.8% | -3.4% |
| All | +2,764.4% | +14,464.1% | -11,699.6% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling