+44.2%
GEV vs DIS
+10.8%
+33.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.7% |
| 7D | +3.7% | +1.9% | +1.8% | +4.3% |
| 30D | -14.7% | +9.2% | -23.8% | -12.4% |
| 3M | -23.4% | +13.5% | -36.9% | -20.5% |
| 6M | -24.3% | +14.3% | -38.6% | -20.4% |
| YTD | +23.2% | +5.4% | +17.8% | +24.3% |
| 1Y | +44.2% | +12.2% | +32.1% | +49.9% |
| All | +44.2% | +10.8% | +33.4% | +49.9% |
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