-24.6%
GEV vs DIS
+11.6%
-36.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.6% |
| 7D | -3.0% | +0.6% | -3.5% | -2.9% |
| 30D | -18.9% | +10.3% | -29.2% | -14.1% |
| 3M | -20.1% | +15.6% | -35.6% | -13.2% |
| 6M | -24.6% | +15.1% | -39.7% | -15.6% |
| All | -24.6% | +11.6% | -36.2% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling