+57.4%
GEV vs D
+17.3%
+40.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.1% |
| 30D | -4.0% | -2.1% | -1.9% | -4.3% |
| 3M | +3.4% | -0.7% | +4.2% | +2.9% |
| 6M | +14.7% | +5.6% | +9.1% | +15.4% |
| YTD | +45.8% | +14.6% | +31.2% | +48.8% |
| 1Y | +57.4% | +15.3% | +42.0% | +61.4% |
| All | +57.4% | +17.3% | +40.1% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling