+627.7%
GEV vs DUK
+40.0%
+587.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.4% |
| 7D | +3.2% | -0.1% | +3.3% | +3.1% |
| 30D | -4.0% | +0.2% | -4.3% | -3.9% |
| 3M | +3.4% | -1.9% | +5.3% | +2.7% |
| 6M | +14.7% | -6.5% | +21.2% | +11.7% |
| YTD | +45.8% | +5.4% | +40.3% | +49.6% |
| 1Y | +57.4% | +3.6% | +53.8% | +61.1% |
| All | +627.7% | +40.0% | +587.6% | +690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling