+606.9%
GEV vs DT
+10.6%
+596.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.2% |
| 7D | -1.9% | -2.5% | +0.6% | -1.5% |
| 30D | -8.7% | +3.5% | -12.2% | -9.5% |
| 3M | +6.6% | +26.7% | -20.1% | +0.6% |
| 6M | +10.2% | +36.1% | -25.9% | +0.7% |
| YTD | +41.6% | +18.6% | +23.0% | +36.2% |
| 1Y | +43.9% | +7.9% | +36.0% | +44.2% |
| All | +606.9% | +10.6% | +596.3% | +614.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling