+606.9%
GEV vs DOW
-40.4%
+647.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.9% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -8.7% | -4.1% | -4.6% | -8.3% |
| 3M | +6.6% | -12.4% | +19.0% | +8.6% |
| 6M | +10.2% | -10.6% | +20.8% | +10.6% |
| YTD | +41.6% | +31.1% | +10.5% | +29.9% |
| 1Y | +43.9% | +30.5% | +13.4% | +31.4% |
| All | +606.9% | -40.4% | +647.3% | +721.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling