+284.1%
GE vs DRI
+60.6%
+223.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.6% | +3.8% | -15.4% | -12.6% |
| 3M | +3.0% | +13.0% | -10.0% | -0.7% |
| 6M | -0.5% | +8.3% | -8.8% | -3.1% |
| YTD | +9.7% | +20.6% | -10.9% | +3.6% |
| 1Y | +20.0% | +6.5% | +13.6% | +17.1% |
| All | +284.1% | +60.6% | +223.5% | +244.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling