+569.1%
GE vs DT
+98.4%
+470.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -3.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -11.3% | +0.1% | -11.3% | -11.4% |
| 3M | -1.4% | +24.1% | -25.5% | -6.0% |
| 6M | +1.2% | +30.1% | -28.9% | -5.4% |
| YTD | +5.9% | +16.8% | -10.8% | +0.8% |
| 1Y | +18.4% | -0.1% | +18.5% | +16.4% |
| 3Y | +271.0% | +6.8% | +264.1% | +255.2% |
| 5Y | +417.9% | -28.4% | +446.3% | +414.8% |
| All | +569.1% | +98.4% | +470.7% | +344.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling