+514.9%
GEV vs ALL
+64.3%
+450.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.8% |
| 7D | +3.7% | +5.0% | -1.3% | +4.2% |
| 30D | -14.7% | +13.3% | -28.0% | -14.1% |
| 3M | -23.4% | +3.2% | -26.6% | -23.1% |
| 6M | -24.3% | +25.3% | -49.7% | -25.2% |
| YTD | +23.2% | +30.5% | -7.3% | +20.7% |
| 1Y | +44.2% | +29.2% | +15.0% | +41.6% |
| All | +514.9% | +64.3% | +450.6% | +489.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling