+627.7%
GEV vs DRI
+38.5%
+589.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.7% |
| 7D | +3.2% | -4.8% | +8.0% | +4.4% |
| 30D | -4.0% | -3.9% | -0.1% | -3.1% |
| 3M | +3.4% | +5.1% | -1.7% | +1.7% |
| 6M | +14.7% | +5.5% | +9.2% | +12.4% |
| YTD | +45.8% | +16.5% | +29.3% | +37.9% |
| 1Y | +57.4% | +2.0% | +55.4% | +55.6% |
| All | +627.7% | +38.5% | +589.2% | +661.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling