+627.7%
GEV vs DIA
+37.6%
+590.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -0.9% |
| 7D | +3.2% | -1.2% | +4.4% | +5.1% |
| 30D | -4.0% | -2.7% | -1.3% | 0.0% |
| 3M | +3.4% | +3.3% | +0.1% | -1.8% |
| 6M | +14.7% | +10.4% | +4.3% | -1.7% |
| YTD | +45.8% | +10.0% | +35.8% | +25.2% |
| 1Y | +57.4% | +16.2% | +41.2% | +24.2% |
| All | +627.7% | +37.6% | +590.1% | +348.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling