+160.3%
GE vs DG
+110.2%
+50.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.0% | -3.0% | +7.0% | +4.5% |
| 30D | +11.1% | +8.6% | +2.4% | +9.8% |
| 3M | -6.7% | +15.0% | -21.8% | -8.6% |
| 6M | +14.3% | +32.7% | -18.4% | +9.5% |
| YTD | +11.7% | +5.5% | +6.2% | +10.4% |
| 1Y | +10.9% | +34.6% | -23.7% | +5.8% |
| 3Y | +279.0% | +24.2% | +254.8% | +255.6% |
| 5Y | +427.0% | -32.3% | +459.2% | +458.5% |
| All | +160.3% | +110.2% | +50.0% | +111.8% |
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 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