+620.7%
GEV vs DIS
-10.5%
+631.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +3.3% | -2.6% | +5.9% | +4.1% |
| 30D | -7.5% | +3.5% | -11.0% | -8.7% |
| 3M | -2.2% | +6.8% | -9.0% | -5.1% |
| 6M | +12.1% | +3.0% | +9.1% | +10.1% |
| YTD | +44.4% | -6.7% | +51.1% | +46.9% |
| 1Y | +57.7% | -10.1% | +67.7% | +63.4% |
| All | +620.7% | -10.5% | +631.2% | +605.2% |
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