+627.7%
GEV vs DLR
+43.8%
+583.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | +3.2% | +2.9% | +0.3% | +1.0% |
| 30D | -4.0% | -1.2% | -2.9% | -3.1% |
| 3M | +3.4% | +2.9% | +0.5% | -0.2% |
| 6M | +14.7% | +6.7% | +8.0% | +7.3% |
| YTD | +45.8% | +23.9% | +21.9% | +19.8% |
| 1Y | +57.4% | +18.6% | +38.7% | +33.3% |
| All | +627.7% | +43.8% | +583.9% | +460.8% |
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 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