+606.9%
GEV vs DD
+39.7%
+567.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | -1.9% | -2.9% | +1.0% | -0.4% |
| 30D | -8.7% | -11.5% | +2.8% | -2.8% |
| 3M | +6.6% | -5.4% | +12.0% | +9.8% |
| 6M | +10.2% | -6.9% | +17.1% | +14.3% |
| YTD | +41.6% | +6.9% | +34.7% | +36.5% |
| 1Y | +43.9% | +35.6% | +8.3% | +20.7% |
| All | +606.9% | +39.7% | +567.2% | +524.2% |
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