+510.2%
GEV vs D
+63.5%
+446.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | -13.2% | +2.4% | -15.6% | -12.8% |
| 30D | -20.6% | +10.9% | -31.5% | -19.5% |
| 3M | -19.5% | +2.8% | -22.4% | -18.8% |
| 6M | -23.3% | +12.7% | -36.0% | -22.3% |
| YTD | +22.2% | +20.3% | +1.9% | +24.0% |
| 1Y | +37.8% | +17.1% | +20.7% | +39.9% |
| All | +510.2% | +63.5% | +446.7% | +500.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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