+436.6%
GE vs DOC
-24.5%
+461.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | -11.6% | -4.8% | -6.8% | -10.3% |
| 3M | +3.0% | +6.9% | -3.9% | +0.5% |
| 6M | -0.5% | +20.7% | -21.3% | -7.1% |
| YTD | +9.7% | +34.1% | -24.4% | -1.1% |
| 1Y | +20.0% | +22.6% | -2.6% | +11.1% |
| 3Y | +275.8% | +20.8% | +255.0% | +247.7% |
| All | +436.6% | -24.5% | +461.1% | +509.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling