+57.7%
GEV vs DIS
-8.8%
+66.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.2% |
| 7D | +3.3% | -2.6% | +5.9% | +2.9% |
| 30D | -7.5% | +3.5% | -11.0% | -7.1% |
| 3M | -2.2% | +6.8% | -9.0% | -1.3% |
| 6M | +12.1% | +3.0% | +9.1% | +12.6% |
| YTD | +44.4% | -6.7% | +51.1% | +43.8% |
| 1Y | +57.7% | -10.1% | +67.7% | +52.0% |
| All | +57.7% | -8.8% | +66.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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