+514.9%
GEV vs DLR
+37.8%
+477.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.4% |
| 7D | +3.7% | +3.3% | +0.4% | +1.2% |
| 30D | -14.7% | +4.6% | -19.3% | -17.4% |
| 3M | -23.4% | -8.3% | -15.1% | -17.9% |
| 6M | -24.3% | -5.6% | -18.7% | -21.4% |
| YTD | +23.2% | +18.7% | +4.5% | +4.9% |
| 1Y | +44.2% | +17.1% | +27.1% | +24.1% |
| All | +514.9% | +37.8% | +477.0% | +391.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling