+632.4%
GEV vs DOW
-41.6%
+674.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.8% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | -7.9% | -3.9% | -4.0% | -7.6% |
| 3M | +5.6% | -12.7% | +18.3% | +7.5% |
| 6M | +13.1% | -13.7% | +26.7% | +14.1% |
| YTD | +46.7% | +28.4% | +18.4% | +34.9% |
| 1Y | +51.3% | +21.8% | +29.5% | +40.1% |
| All | +632.4% | -41.6% | +674.0% | +752.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling