+52.4%
GEV vs DUK
+7.9%
+44.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.4% | -11.7% | -7.4% |
| 7D | -5.1% | +4.9% | -10.0% | -1.7% |
| 30D | -15.8% | +13.8% | -29.7% | -8.1% |
| 3M | -18.2% | +5.2% | -23.4% | -14.9% |
| 6M | -22.4% | +3.5% | -25.8% | -19.9% |
| YTD | +27.7% | +13.5% | +14.3% | +41.1% |
| 1Y | +52.4% | +8.3% | +44.0% | +73.7% |
| All | +52.4% | +7.9% | +44.5% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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