+514.9%
GEV vs DG
-5.9%
+520.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.9% |
| 7D | +3.7% | +0.3% | +3.5% | +3.8% |
| 30D | -14.7% | +3.2% | -17.9% | -13.9% |
| 3M | -23.4% | +10.4% | -33.8% | -22.1% |
| 6M | -24.3% | +33.2% | -57.5% | -21.5% |
| YTD | +23.2% | +3.0% | +20.2% | +25.5% |
| 1Y | +44.2% | +31.2% | +13.0% | +50.8% |
| All | +514.9% | -5.9% | +520.7% | +635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling