+371.2%
DELL vs GEV
+706.8%
-335.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.2% |
| 7D | -1.9% | -1.9% | 0.0% | -1.1% |
| 30D | +14.9% | -8.7% | +23.6% | +19.1% |
| 3M | +37.2% | +6.6% | +30.6% | +32.7% |
| 6M | +254.0% | +10.2% | +243.8% | +231.9% |
| YTD | +306.1% | +41.6% | +264.5% | +239.4% |
| 1Y | +312.3% | +43.9% | +268.4% | +237.3% |
| All | +371.2% | +706.8% | -335.6% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 3y: compounded portfolio wealth divided by compounded GEV 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…
3y analysis · Full analysis span regression · 6 months rolling