+632.4%
GEV vs DLR
+43.4%
+589.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -7.9% | -4.3% | -3.6% | -4.8% |
| 3M | +5.6% | +3.8% | +1.8% | +1.0% |
| 6M | +13.1% | +5.8% | +7.2% | +6.5% |
| YTD | +46.7% | +23.5% | +23.2% | +20.9% |
| 1Y | +51.3% | +11.1% | +40.2% | +36.1% |
| All | +632.4% | +43.4% | +589.0% | +465.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling