+627.7%
GEV vs DIS
-11.5%
+639.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.8% |
| 7D | +3.2% | -3.5% | +6.7% | +4.3% |
| 30D | -4.0% | +1.0% | -5.0% | -4.5% |
| 3M | +3.4% | +5.7% | -2.3% | +0.7% |
| 6M | +14.7% | +3.3% | +11.4% | +12.4% |
| YTD | +45.8% | -7.7% | +53.5% | +48.9% |
| 1Y | +57.4% | -10.0% | +67.3% | +62.5% |
| All | +627.7% | -11.5% | +639.1% | +614.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling