+492.6%
GEV vs DIS
-0.8%
+493.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -9.8% | +5.2% | -15.0% | -11.0% |
| 30D | -22.3% | +11.5% | -33.8% | -24.7% |
| 3M | -22.6% | +11.5% | -34.1% | -25.3% |
| 6M | -30.7% | +8.9% | -39.6% | -32.7% |
| YTD | +18.7% | +3.4% | +15.3% | +17.0% |
| 1Y | +41.0% | +7.2% | +33.9% | +36.0% |
| All | +492.6% | -0.8% | +493.4% | +461.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling