+632.4%
GEV vs DD
+39.4%
+593.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -3.5% | +5.1% | +3.5% |
| 30D | -7.9% | -11.7% | +3.7% | -1.9% |
| 3M | +5.6% | -9.2% | +14.9% | +11.0% |
| 6M | +13.1% | -7.2% | +20.2% | +17.4% |
| YTD | +46.7% | +6.6% | +40.1% | +41.6% |
| 1Y | +51.3% | +32.0% | +19.3% | +29.0% |
| All | +632.4% | +39.4% | +593.1% | +547.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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