+489.9%
GEV vs DOC
+33.7%
+456.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.2% | -7.5% |
| 7D | -13.2% | +6.2% | -19.4% | -13.7% |
| 30D | -25.1% | +6.5% | -31.6% | -25.5% |
| 3M | -24.3% | -6.2% | -18.0% | -23.5% |
| 6M | -29.6% | +25.6% | -55.2% | -32.6% |
| YTD | +18.2% | +32.1% | -13.9% | +11.6% |
| 1Y | +38.0% | +20.3% | +17.7% | +33.2% |
| All | +489.9% | +33.7% | +456.1% | +429.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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