+52.4%
GEV vs ALL
+42.7%
+9.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.9% | -12.2% | -7.6% |
| 7D | -5.1% | +7.5% | -12.7% | -0.9% |
| 30D | -15.8% | +19.7% | -35.6% | -6.5% |
| 3M | -18.2% | +2.9% | -21.1% | -16.3% |
| 6M | -22.4% | +23.5% | -45.9% | -11.6% |
| YTD | +27.7% | +31.1% | -3.4% | +50.6% |
| 1Y | +52.4% | +40.5% | +11.9% | +83.1% |
| All | +52.4% | +42.7% | +9.7% | +83.1% |
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