+620.7%
GEV vs DIA
+40.2%
+580.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | +3.3% | -0.2% | +3.5% | +3.6% |
| 30D | -7.5% | -1.5% | -5.9% | -5.3% |
| 3M | -2.2% | +3.8% | -5.9% | -7.6% |
| 6M | +12.1% | +10.3% | +1.8% | -3.5% |
| YTD | +44.4% | +12.1% | +32.3% | +20.6% |
| 1Y | +57.7% | +18.6% | +39.0% | +20.6% |
| All | +620.7% | +40.2% | +580.5% | +331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling