+57.7%
GEV vs ALL
+28.3%
+29.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | -0.6% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -7.5% | -1.5% | -6.0% | -7.9% |
| 3M | -2.2% | +23.6% | -25.8% | +6.0% |
| 6M | +12.1% | +22.3% | -10.2% | +21.6% |
| YTD | +44.4% | +26.5% | +17.9% | +57.6% |
| 1Y | +57.7% | +27.0% | +30.7% | +74.1% |
| All | +57.7% | +28.3% | +29.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling