+148.8%
GE vs DOC
+14.9%
+133.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | +0.5% | +6.2% | -5.7% | -2.0% |
| 30D | +1.7% | +6.5% | -4.7% | -1.1% |
| 3M | -17.3% | -6.2% | -11.1% | -15.3% |
| 6M | +10.1% | +25.6% | -15.5% | -1.3% |
| YTD | +2.6% | +32.1% | -29.5% | -10.3% |
| 1Y | +3.7% | +20.3% | -16.6% | -5.7% |
| 3Y | +268.3% | +42.7% | +225.6% | +200.6% |
| 5Y | +376.2% | -22.2% | +398.3% | +413.3% |
| All | +148.8% | +14.9% | +133.9% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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