+51.3%
GEV vs DGX
+32.7%
+18.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.7% |
| 7D | +1.6% | -0.9% | +2.5% | +1.5% |
| 30D | -7.9% | -1.2% | -6.8% | -8.0% |
| 3M | +5.6% | +15.8% | -10.1% | +7.1% |
| 6M | +13.1% | +18.2% | -5.1% | +14.8% |
| YTD | +46.7% | +37.2% | +9.5% | +48.6% |
| 1Y | +51.3% | +30.4% | +20.9% | +53.0% |
| All | +51.3% | +32.7% | +18.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling