+8.9%
GE vs DG
+45.3%
-36.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.5% | -5.8% | +1.7% |
| 7D | +9.4% | +12.3% | -2.9% | +7.8% |
| 30D | +7.5% | +19.3% | -11.8% | +5.3% |
| 3M | -12.5% | +11.9% | -24.4% | -13.8% |
| 6M | +17.8% | +25.0% | -7.2% | +13.8% |
| YTD | +7.4% | +8.7% | -1.3% | +7.2% |
| 1Y | +8.9% | +44.7% | -35.8% | +6.8% |
| All | +8.9% | +45.3% | -36.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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