+632.4%
GEV vs DGX
+90.4%
+542.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.7% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | -7.9% | -1.2% | -6.8% | -8.0% |
| 3M | +5.6% | +15.8% | -10.1% | +6.7% |
| 6M | +13.1% | +18.2% | -5.1% | +14.4% |
| YTD | +46.7% | +37.2% | +9.5% | +49.4% |
| 1Y | +51.3% | +30.4% | +20.9% | +53.9% |
| All | +632.4% | +90.4% | +542.1% | +549.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling