+871.2%
GE vs DFNS
-100.0%
+971.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.3% |
| 7D | +2.7% | -6.0% | +8.6% | +2.7% |
| 30D | +8.1% | -71.2% | +79.3% | +8.1% |
| 3M | -7.9% | -94.5% | +86.7% | -7.9% |
| 6M | +12.9% | -96.5% | +109.4% | +12.8% |
| YTD | +8.2% | -99.6% | +107.8% | +7.9% |
| 1Y | +9.7% | -99.7% | +109.4% | +9.4% |
| 3Y | +266.1% | -100.0% | +366.1% | +277.1% |
| 5Y | +407.4% | -100.0% | +507.3% | +411.5% |
| All | +871.2% | -100.0% | +971.2% | +880.5% |
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