+436.7%
GE vs DG
-37.3%
+474.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.4% |
| 7D | +1.2% | -2.5% | +3.6% | +1.3% |
| 30D | -9.5% | +1.0% | -10.5% | -9.6% |
| 3M | +4.1% | +20.3% | -16.2% | +2.9% |
| 6M | +3.9% | -11.7% | +15.7% | +4.4% |
| YTD | +9.0% | -2.3% | +11.3% | +9.0% |
| 1Y | +21.9% | +20.0% | +1.9% | +20.7% |
| 3Y | +281.8% | +7.2% | +274.6% | +281.4% |
| 5Y | +436.7% | -37.9% | +474.7% | +482.5% |
| All | +436.7% | -37.3% | +474.0% | +482.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling