+57.7%
GEV vs DRI
+6.9%
+50.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | -7.5% | +3.8% | -11.3% | -7.5% |
| 3M | -2.2% | +13.0% | -15.2% | -3.3% |
| 6M | +12.1% | +8.3% | +3.8% | +11.4% |
| YTD | +44.4% | +20.6% | +23.8% | +42.5% |
| 1Y | +57.7% | +6.5% | +51.2% | +53.1% |
| All | +57.7% | +6.9% | +50.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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