+643.2%
GEV vs DOW
-40.5%
+683.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.1% |
| 7D | +8.1% | -2.9% | +11.0% | +8.4% |
| 30D | -1.9% | +2.0% | -3.9% | -2.2% |
| 3M | +4.1% | -12.5% | +16.6% | +6.0% |
| 6M | +23.2% | -9.2% | +32.4% | +23.3% |
| YTD | +48.9% | +30.8% | +18.1% | +36.6% |
| 1Y | +62.2% | +29.4% | +32.8% | +48.4% |
| All | +643.2% | -40.5% | +683.7% | +763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling