+51.3%
GEV vs DIA
+16.9%
+34.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.2% |
| 7D | +1.6% | -1.6% | +3.2% | +3.9% |
| 30D | -7.9% | -2.0% | -5.9% | -5.2% |
| 3M | +5.6% | +3.6% | +2.0% | -0.3% |
| 6M | +13.1% | +11.5% | +1.5% | -4.4% |
| YTD | +46.7% | +10.4% | +36.4% | +23.5% |
| 1Y | +51.3% | +15.6% | +35.7% | +16.2% |
| All | +51.3% | +16.9% | +34.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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