+510.2%
GEV vs DIS
+1.3%
+508.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -13.2% | +4.4% | -17.6% | -14.2% |
| 30D | -20.6% | +10.3% | -31.0% | -22.8% |
| 3M | -19.5% | +15.5% | -35.0% | -23.1% |
| 6M | -23.3% | +11.2% | -34.5% | -25.8% |
| YTD | +22.2% | +5.6% | +16.7% | +19.9% |
| 1Y | +37.8% | +7.7% | +30.1% | +33.4% |
| All | +510.2% | +1.3% | +508.9% | +475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling