+620.7%
GEV vs ADM
+48.3%
+572.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.3% | +3.8% | -0.5% | +3.8% |
| 30D | -7.5% | +9.8% | -17.2% | -6.3% |
| 3M | -2.2% | +2.1% | -4.3% | -1.7% |
| 6M | +12.1% | +27.5% | -15.4% | +15.7% |
| YTD | +44.4% | +50.2% | -5.8% | +52.6% |
| 1Y | +57.7% | +40.6% | +17.1% | +65.9% |
| All | +620.7% | +48.3% | +572.4% | +656.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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