+627.7%
GEV vs DG
-13.0%
+640.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -2.4% |
| 7D | +3.2% | -4.8% | +8.0% | +2.6% |
| 30D | -4.0% | +1.8% | -5.8% | -3.8% |
| 3M | +3.4% | +14.5% | -11.1% | +5.0% |
| 6M | +14.7% | -13.6% | +28.2% | +14.1% |
| YTD | +45.8% | -4.8% | +50.6% | +46.3% |
| 1Y | +57.4% | +21.6% | +35.8% | +62.1% |
| All | +627.7% | -13.0% | +640.7% | +757.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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