+632.4%
GEV vs DE
+75.0%
+557.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -2.6% | +4.2% | +2.4% |
| 30D | -7.9% | +9.0% | -17.0% | -10.7% |
| 3M | +5.6% | +19.1% | -13.5% | -0.5% |
| 6M | +13.1% | +14.4% | -1.3% | +7.7% |
| YTD | +46.7% | +45.9% | +0.8% | +28.7% |
| 1Y | +51.3% | +43.6% | +7.7% | +32.9% |
| All | +632.4% | +75.0% | +557.4% | +489.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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