+534.9%
GEV vs D
+63.1%
+471.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.7% | +7.1% |
| 7D | -3.8% | +0.8% | -4.6% | -3.6% |
| 30D | -17.4% | +10.7% | -28.1% | -16.3% |
| 3M | -16.2% | +2.3% | -18.5% | -15.5% |
| 6M | -20.2% | +12.5% | -32.7% | -19.2% |
| YTD | +27.2% | +20.1% | +7.1% | +29.0% |
| 1Y | +44.6% | +15.6% | +29.0% | +46.7% |
| All | +534.9% | +63.1% | +471.8% | +525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling