-30.7%
GEV vs D
+11.2%
-42.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | -0.4% |
| 7D | -9.8% | +3.0% | -12.7% | -8.1% |
| 30D | -22.3% | +11.5% | -33.8% | -18.1% |
| 3M | -22.6% | +3.7% | -26.3% | -19.8% |
| 6M | -30.7% | +13.5% | -44.3% | -29.0% |
| All | -30.7% | +11.2% | -42.0% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling