+15.0%
GE vs DOW
+29.9%
-15.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.3% |
| 7D | -2.8% | -2.4% | -0.4% | -3.2% |
| 30D | -11.9% | -4.1% | -7.8% | -12.5% |
| 3M | +1.8% | -12.4% | +14.3% | +0.5% |
| 6M | -0.6% | -10.6% | +10.0% | -3.4% |
| YTD | +5.5% | +31.1% | -25.6% | -0.8% |
| 1Y | +15.0% | +30.5% | -15.6% | +5.3% |
| All | +15.0% | +29.9% | -15.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling