+152.0%
GE vs DRI
+348.4%
-196.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | -1.2% | -4.8% | +3.6% | +0.7% |
| 30D | -11.3% | -3.9% | -7.3% | -10.0% |
| 3M | -1.4% | +5.1% | -6.5% | -3.8% |
| 6M | +1.2% | +5.5% | -4.3% | -1.6% |
| YTD | +5.9% | +16.5% | -10.5% | -1.3% |
| 1Y | +18.4% | +2.0% | +16.4% | +15.6% |
| 3Y | +271.0% | +54.5% | +216.5% | +200.5% |
| 5Y | +417.9% | +66.6% | +351.3% | +301.3% |
| 10Y | +152.0% | +353.6% | -201.7% | +38.7% |
| All | +152.0% | +348.4% | -196.5% | +38.7% |
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