+417.9%
GE vs DT
-28.0%
+445.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 6M | +1.2% | +30.1% | -28.9% | -5.5% |
| YTD | +5.9% | +16.8% | -10.8% | +1.1% |
| 1Y | +18.4% | -0.1% | +18.5% | +17.2% |
| 3Y | +271.0% | +6.8% | +264.1% | +256.0% |
| 5Y | +417.9% | -28.4% | +446.3% | +405.5% |
| All | +417.9% | -28.0% | +445.9% | +405.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling