+51.3%
GEV vs DT
+6.2%
+45.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.5% |
| 7D | +1.6% | -1.6% | +3.2% | +1.5% |
| 30D | -7.9% | +3.0% | -11.0% | -7.6% |
| 3M | +5.6% | +26.5% | -20.9% | +8.4% |
| 6M | +13.1% | +35.9% | -22.9% | +17.6% |
| YTD | +46.7% | +17.8% | +28.9% | +54.9% |
| 1Y | +51.3% | +4.1% | +47.2% | +63.9% |
| All | +51.3% | +6.2% | +45.1% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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