+57.7%
GEV vs A
+21.7%
+36.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +3.3% | -1.9% | +5.2% | +3.3% |
| 30D | -7.5% | +6.9% | -14.4% | -7.5% |
| 3M | -2.2% | +9.2% | -11.4% | -2.3% |
| 6M | +12.1% | +25.7% | -13.6% | +11.2% |
| YTD | +44.4% | +11.5% | +32.9% | +44.4% |
| 1Y | +57.7% | +18.4% | +39.3% | +61.3% |
| All | +57.7% | +21.7% | +36.0% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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