+632.4%
GEV vs A
+2.8%
+629.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.8% |
| 7D | +1.6% | -2.6% | +4.2% | +2.4% |
| 30D | -7.9% | -0.9% | -7.1% | -7.8% |
| 3M | +5.6% | +13.6% | -8.0% | +1.1% |
| 6M | +13.1% | +27.8% | -14.8% | +2.8% |
| YTD | +46.7% | +8.6% | +38.1% | +42.3% |
| 1Y | +51.3% | +16.9% | +34.4% | +41.2% |
| All | +632.4% | +2.8% | +629.6% | +606.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling