+627.7%
GEV vs A
+1.3%
+626.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | +3.2% | -4.4% | +7.5% | +4.5% |
| 30D | -4.0% | -2.7% | -1.3% | -3.4% |
| 3M | +3.4% | +7.0% | -3.6% | +0.9% |
| 6M | +14.7% | +24.6% | -9.9% | +5.2% |
| YTD | +45.8% | +7.0% | +38.8% | +42.0% |
| 1Y | +57.4% | +15.6% | +41.8% | +47.0% |
| All | +627.7% | +1.3% | +626.4% | +604.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling