+643.2%
GEV vs D
+58.3%
+584.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.2% |
| 7D | +8.1% | +0.8% | +7.3% | +8.2% |
| 30D | -1.9% | -0.7% | -1.2% | -2.0% |
| 3M | +4.1% | +2.1% | +2.0% | +4.0% |
| 6M | +23.2% | +6.8% | +16.4% | +23.6% |
| YTD | +48.9% | +16.5% | +32.4% | +49.7% |
| 1Y | +62.2% | +19.2% | +43.0% | +63.3% |
| All | +643.2% | +58.3% | +584.9% | +625.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling