+57.7%
GEV vs DOW
+30.0%
+27.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +3.3% | -2.4% | +5.7% | +3.3% |
| 30D | -7.5% | +0.4% | -7.8% | -7.4% |
| 3M | -2.2% | -14.4% | +12.2% | -0.8% |
| 6M | +12.1% | -7.0% | +19.1% | +11.1% |
| YTD | +44.4% | +30.2% | +14.2% | +33.2% |
| 1Y | +57.7% | +29.2% | +28.5% | +39.5% |
| All | +57.7% | +30.0% | +27.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling