+1,353.1%
GE vs DRI
+7,577.7%
-6,224.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.6% | +3.8% | -15.4% | -12.8% |
| 3M | +3.0% | +13.0% | -10.0% | -1.4% |
| 6M | -0.5% | +8.3% | -8.8% | -3.7% |
| YTD | +9.7% | +20.6% | -10.9% | +2.4% |
| 1Y | +20.0% | +6.5% | +13.6% | +16.1% |
| 3Y | +275.8% | +53.7% | +222.1% | +218.0% |
| 5Y | +429.1% | +72.7% | +356.4% | +327.6% |
| 10Y | +151.2% | +363.2% | -212.0% | +39.8% |
| All | +1,353.1% | +7,577.7% | -6,224.6% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling