+415.2%
GE vs DOC
-22.8%
+438.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.7% |
| 7D | +9.4% | +8.7% | +0.7% | +6.6% |
| 30D | +7.5% | +7.6% | -0.1% | +5.0% |
| 3M | -12.5% | -5.3% | -7.3% | -11.2% |
| 6M | +17.8% | +27.6% | -9.8% | +8.0% |
| YTD | +7.4% | +32.4% | -25.0% | -2.9% |
| 1Y | +8.9% | +22.9% | -14.0% | +0.7% |
| 3Y | +285.5% | +43.1% | +242.4% | +231.7% |
| 5Y | +415.2% | -21.4% | +436.5% | +479.5% |
| All | +415.2% | -22.8% | +438.0% | +479.5% |
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