+147.5%
GE vs DTE
+137.8%
+9.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.5% |
| 7D | -4.0% | -2.6% | -1.4% | -2.7% |
| 30D | -11.4% | -4.4% | -7.0% | -9.4% |
| 3M | -2.6% | -8.3% | +5.7% | +1.6% |
| 6M | -0.3% | -8.1% | +7.7% | +3.6% |
| YTD | +5.4% | +4.4% | +0.9% | +2.3% |
| 1Y | +15.5% | +0.2% | +15.4% | +14.4% |
| 3Y | +260.8% | +42.6% | +218.2% | +189.7% |
| 5Y | +421.6% | +31.5% | +390.2% | +330.5% |
| All | +147.5% | +137.8% | +9.7% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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