+278.2%
GE vs DLR
+53.1%
+225.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.4% | +2.5% |
| 7D | +6.3% | +2.4% | +3.9% | +5.3% |
| 30D | +8.9% | +0.7% | +8.1% | +8.5% |
| 3M | -9.2% | -6.4% | -2.8% | -7.0% |
| 6M | +13.2% | -6.5% | +19.8% | +15.6% |
| YTD | +9.4% | +18.8% | -9.4% | +1.4% |
| 1Y | +9.8% | +9.0% | +0.7% | +5.1% |
| 3Y | +278.2% | +54.5% | +223.7% | +215.3% |
| All | +278.2% | +53.1% | +225.1% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling