+574.6%
GE vs DOW
-5.5%
+580.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.7% | +5.2% | -2.6% | +0.5% |
| 30D | +8.1% | +13.2% | -5.1% | +2.3% |
| 3M | -7.9% | +10.1% | -17.9% | -12.4% |
| 6M | +12.9% | -13.1% | +26.0% | +17.2% |
| YTD | +8.2% | +46.1% | -37.9% | -16.9% |
| 1Y | +9.7% | +50.0% | -40.4% | -17.5% |
| 3Y | +266.1% | -20.2% | +286.4% | +263.7% |
| 5Y | +407.4% | -27.7% | +435.1% | +429.2% |
| All | +574.6% | -5.5% | +580.1% | +414.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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