+60.7%
GEV vs DIS
-10.1%
+70.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.1% |
| 7D | +8.1% | -1.1% | +9.2% | +7.9% |
| 30D | -1.9% | +0.1% | -2.1% | -1.9% |
| 3M | +4.1% | +7.1% | -3.0% | +5.0% |
| 6M | +23.2% | +4.3% | +18.9% | +23.9% |
| YTD | +48.9% | -6.9% | +55.8% | +48.0% |
| All | +60.7% | -10.1% | +70.8% | +52.5% |
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