+514.9%
GEV vs DD
+68.8%
+446.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +3.7% | +5.0% | -1.2% | +1.1% |
| 30D | -14.7% | +19.7% | -34.4% | -22.2% |
| 3M | -23.4% | +7.2% | -30.6% | -26.0% |
| 6M | -24.3% | +1.0% | -25.4% | -24.8% |
| YTD | +23.2% | +29.1% | -5.9% | +7.8% |
| 1Y | +44.2% | +28.5% | +15.8% | +26.5% |
| All | +514.9% | +68.8% | +446.1% | +393.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling