+851.1%
GE vs DFNS
-99.9%
+950.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -2.8% |
| 7D | -1.2% | +4.6% | -5.9% | -1.2% |
| 30D | -11.3% | -73.9% | +62.6% | -11.3% |
| 3M | -1.4% | -71.7% | +70.3% | -1.5% |
| 6M | +1.2% | -94.6% | +95.8% | +1.0% |
| YTD | +5.9% | -98.1% | +104.0% | +5.6% |
| 1Y | +18.4% | -98.3% | +116.7% | +18.1% |
| 3Y | +271.0% | -99.9% | +370.9% | +281.9% |
| 5Y | +417.9% | -99.9% | +517.8% | +421.5% |
| All | +851.1% | -99.9% | +950.9% | +860.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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