+152.0%
GE vs DRI
+331.7%
-179.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +8.1% | +9.7% | -1.6% | +4.3% |
| 3M | -7.9% | +3.2% | -11.0% | -9.3% |
| 6M | +12.9% | +20.6% | -7.7% | +4.0% |
| YTD | +8.2% | +28.3% | -20.1% | -3.2% |
| 1Y | +9.7% | +34.5% | -24.9% | -3.9% |
| 3Y | +266.1% | +66.5% | +199.6% | +187.8% |
| 5Y | +407.4% | +79.6% | +327.7% | +281.1% |
| All | +152.0% | +331.7% | -179.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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