+390.5%
GE vs DRI
+74.0%
+316.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.1% |
| 7D | +7.1% | +2.8% | +4.3% | +6.0% |
| 30D | +6.5% | +13.3% | -6.8% | +1.6% |
| 3M | -13.6% | +8.2% | -21.7% | -16.4% |
| 6M | +6.0% | +17.5% | -11.6% | -1.2% |
| YTD | +5.4% | +26.9% | -21.5% | -5.2% |
| 1Y | +6.5% | +31.6% | -25.1% | -5.8% |
| 3Y | +268.6% | +67.0% | +201.6% | +185.3% |
| All | +390.5% | +74.0% | +316.5% | +268.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling