+632.4%
GEV vs DAR
+45.0%
+587.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +3.9% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -7.9% | +2.6% | -10.6% | -8.4% |
| 3M | +5.6% | +14.2% | -8.6% | +3.1% |
| 6M | +13.1% | +17.2% | -4.1% | +9.7% |
| YTD | +46.7% | +80.9% | -34.1% | +32.8% |
| 1Y | +51.3% | +104.0% | -52.7% | +33.6% |
| All | +632.4% | +45.0% | +587.4% | +563.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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