+526.2%
GE vs DG
+606.1%
-79.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -1.6% | +8.4% | -10.0% | -2.8% |
| 30D | -11.6% | +4.9% | -16.5% | -12.3% |
| 3M | +3.0% | +29.3% | -26.3% | -1.4% |
| 6M | -0.5% | -11.3% | +10.7% | +0.9% |
| YTD | +9.7% | +1.8% | +8.0% | +8.9% |
| 1Y | +20.0% | +25.3% | -5.3% | +14.8% |
| 3Y | +275.8% | +9.1% | +266.8% | +257.2% |
| 5Y | +429.1% | -34.9% | +464.0% | +452.5% |
| 10Y | +151.2% | +108.2% | +43.0% | +99.9% |
| All | +526.2% | +606.1% | -79.9% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling