+606.9%
GEV vs AA
+56.3%
+550.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -1.4% |
| 7D | -1.9% | -5.4% | +3.5% | -0.2% |
| 30D | -8.7% | -10.7% | +2.0% | -5.7% |
| 3M | +6.6% | -26.2% | +32.8% | +16.0% |
| 6M | +10.2% | -20.9% | +31.2% | +15.6% |
| YTD | +41.6% | -8.6% | +50.3% | +39.7% |
| 1Y | +43.9% | +57.4% | -13.5% | +14.7% |
| All | +606.9% | +56.3% | +550.6% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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