+606.9%
GEV vs DLR
+41.0%
+565.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.4% |
| 7D | -1.9% | -1.3% | -0.6% | -0.9% |
| 30D | -8.7% | -2.9% | -5.8% | -6.6% |
| 3M | +6.6% | +3.2% | +3.4% | +2.3% |
| 6M | +10.2% | +3.9% | +6.3% | +5.3% |
| YTD | +41.6% | +21.4% | +20.2% | +18.1% |
| 1Y | +43.9% | +9.7% | +34.2% | +30.5% |
| All | +606.9% | +41.0% | +565.9% | +453.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling