+712.1%
GE vs DGX
+8,794.8%
-8,082.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | -11.3% | -0.9% | -10.3% | -11.1% |
| 3M | -1.4% | +15.6% | -17.0% | -5.6% |
| 6M | +1.2% | +17.8% | -16.6% | -3.8% |
| YTD | +5.9% | +37.5% | -31.5% | -3.9% |
| 1Y | +18.4% | +31.2% | -12.8% | +8.7% |
| 3Y | +271.0% | +96.6% | +174.4% | +198.5% |
| 5Y | +417.9% | +64.9% | +353.0% | +333.8% |
| 10Y | +152.0% | +254.6% | -102.6% | +63.3% |
| All | +712.1% | +8,794.8% | -8,082.7% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling