+515.5%
GE vs DG
+617.0%
-101.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.1% |
| 7D | +5.1% | -2.5% | +7.6% | +5.5% |
| 30D | +7.6% | +7.7% | -0.1% | +6.2% |
| 3M | -9.3% | +13.1% | -22.4% | -11.2% |
| 6M | +11.5% | +32.0% | -20.5% | +6.2% |
| YTD | +7.9% | +3.3% | +4.5% | +6.6% |
| 1Y | +7.6% | +31.7% | -24.0% | +2.1% |
| 3Y | +265.9% | +21.7% | +244.2% | +240.1% |
| 5Y | +405.9% | -34.7% | +440.7% | +428.3% |
| 10Y | +149.6% | +106.7% | +42.9% | +98.8% |
| All | +515.5% | +617.0% | -101.5% | +249.9% |
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