+514.9%
GEV vs DT
-3.6%
+518.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.7% | +3.1% | +0.6% | +3.2% |
| 30D | -14.7% | -29.5% | +14.9% | -9.8% |
| 3M | -23.4% | -11.7% | -11.7% | -22.5% |
| 6M | -24.3% | +29.0% | -53.3% | -30.6% |
| YTD | +23.2% | +3.4% | +19.8% | +20.5% |
| 1Y | +44.2% | -4.2% | +48.5% | +46.2% |
| All | +514.9% | -3.6% | +518.5% | +532.2% |
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