+147.5%
GE vs DGX
+255.3%
-107.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.6% |
| 7D | -4.0% | -0.9% | -3.1% | -3.8% |
| 30D | -11.4% | -1.2% | -10.2% | -11.2% |
| 3M | -2.6% | +15.8% | -18.4% | -6.7% |
| 6M | -0.3% | +18.2% | -18.5% | -5.2% |
| YTD | +5.4% | +37.2% | -31.8% | -4.2% |
| 1Y | +15.5% | +30.4% | -14.8% | +6.4% |
| 3Y | +260.8% | +96.7% | +164.1% | +188.3% |
| 5Y | +421.6% | +67.2% | +354.5% | +331.9% |
| All | +147.5% | +255.3% | -107.9% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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