+18.4%
GE vs DRI
+3.0%
+15.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.6% |
| 7D | -1.2% | -4.8% | +3.6% | -0.6% |
| 30D | -11.3% | -3.9% | -7.3% | -10.9% |
| 3M | -1.4% | +5.1% | -6.5% | -2.5% |
| 6M | +1.2% | +5.5% | -4.3% | -0.1% |
| YTD | +5.9% | +16.5% | -10.5% | +5.2% |
| 1Y | +18.4% | +2.0% | +16.4% | +12.6% |
| All | +18.4% | +3.0% | +15.4% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling