+147.8%
GE vs DG
+99.2%
+48.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -2.8% | -6.3% | +3.5% | -2.0% |
| 30D | -11.9% | +2.4% | -14.4% | -12.3% |
| 3M | +1.8% | +12.4% | -10.6% | -0.1% |
| 6M | -0.6% | -14.9% | +14.3% | +1.2% |
| YTD | +5.5% | -6.1% | +11.6% | +5.9% |
| 1Y | +15.0% | +17.9% | -2.9% | +11.6% |
| 3Y | +269.5% | +3.1% | +266.4% | +257.3% |
| 5Y | +422.4% | -38.7% | +461.1% | +459.6% |
| All | +147.8% | +99.2% | +48.7% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling