+643.2%
GEV vs DG
-10.7%
+653.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +2.7% |
| 7D | +8.1% | -2.5% | +10.6% | +7.8% |
| 30D | -1.9% | +1.0% | -2.9% | -1.7% |
| 3M | +4.1% | +20.3% | -16.3% | +6.2% |
| 6M | +23.2% | -11.7% | +34.9% | +22.8% |
| YTD | +48.9% | -2.3% | +51.2% | +49.9% |
| 1Y | +62.2% | +20.0% | +42.2% | +66.6% |
| All | +643.2% | -10.7% | +653.9% | +778.0% |
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