+427.0%
GE vs DG
-32.2%
+459.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.0% | -3.0% | +7.0% | +4.2% |
| 30D | +11.1% | +8.6% | +2.4% | +10.5% |
| 3M | -6.7% | +15.0% | -21.8% | -7.5% |
| 6M | +14.3% | +32.7% | -18.4% | +12.2% |
| YTD | +11.7% | +5.5% | +6.2% | +11.2% |
| 1Y | +10.9% | +34.6% | -23.7% | +9.1% |
| 3Y | +279.0% | +24.2% | +254.8% | +273.1% |
| 5Y | +427.0% | -32.3% | +459.2% | +462.6% |
| All | +427.0% | -32.2% | +459.2% | +462.6% |
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