+632.4%
GEV vs DTE
+32.4%
+600.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.6% |
| 7D | +1.6% | -2.6% | +4.2% | +1.6% |
| 30D | -7.9% | -4.4% | -3.5% | -7.9% |
| 3M | +5.6% | -8.3% | +14.0% | +5.2% |
| 6M | +13.1% | -8.1% | +21.1% | +12.6% |
| YTD | +46.7% | +4.4% | +42.3% | +45.9% |
| 1Y | +51.3% | +0.2% | +51.1% | +50.5% |
| All | +632.4% | +32.4% | +600.0% | +645.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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