+620.7%
GEV vs A
+5.6%
+615.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +3.3% | -1.9% | +5.2% | +3.9% |
| 30D | -7.5% | +6.9% | -14.4% | -9.4% |
| 3M | -2.2% | +9.2% | -11.4% | -5.0% |
| 6M | +12.1% | +25.7% | -13.6% | +3.1% |
| YTD | +44.4% | +11.5% | +32.9% | +39.0% |
| 1Y | +57.7% | +18.4% | +39.3% | +46.9% |
| All | +620.7% | +5.6% | +615.1% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling