+514.9%
GEV vs DRI
+52.5%
+462.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.9% |
| 7D | +3.7% | +1.1% | +2.7% | +3.6% |
| 30D | -14.7% | +9.7% | -24.4% | -16.4% |
| 3M | -23.4% | +3.2% | -26.6% | -24.0% |
| 6M | -24.3% | +20.6% | -44.9% | -28.3% |
| YTD | +23.2% | +28.3% | -5.1% | +13.8% |
| 1Y | +44.2% | +34.5% | +9.7% | +30.9% |
| All | +514.9% | +52.5% | +462.4% | +528.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling