+627.7%
GEV vs DD
+40.4%
+587.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.8% |
| 7D | +3.2% | -3.8% | +6.9% | +5.2% |
| 30D | -4.0% | -9.2% | +5.2% | +0.9% |
| 3M | +3.4% | -9.0% | +12.4% | +8.6% |
| 6M | +14.7% | -5.0% | +19.7% | +17.7% |
| YTD | +45.8% | +7.4% | +38.4% | +40.2% |
| 1Y | +57.4% | +35.1% | +22.3% | +32.3% |
| All | +627.7% | +40.4% | +587.3% | +540.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling