+1,348.4%
GE vs DRI
+8,100.2%
-6,751.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.3% |
| 7D | +6.3% | +3.1% | +3.1% | +5.2% |
| 30D | +8.9% | +16.2% | -7.4% | +3.7% |
| 3M | -9.2% | +8.4% | -17.6% | -11.8% |
| 6M | +13.2% | +19.0% | -5.8% | +6.3% |
| YTD | +9.4% | +28.8% | -19.4% | -0.3% |
| 1Y | +9.8% | +33.1% | -23.4% | -1.1% |
| 3Y | +278.2% | +70.8% | +207.4% | +209.0% |
| 5Y | +396.0% | +74.2% | +321.8% | +299.2% |
| 10Y | +162.4% | +345.5% | -183.2% | +47.3% |
| All | +1,348.4% | +8,100.2% | -6,751.8% | +277.5% |
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