+42.6%
GEV vs ALL
+31.1%
+11.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +2.3% |
| 7D | +6.2% | 0.0% | +6.2% | +6.4% |
| 30D | -18.4% | +12.8% | -31.2% | -12.0% |
| 3M | -21.2% | +4.7% | -25.9% | -18.7% |
| 6M | -23.6% | +24.9% | -48.5% | -12.1% |
| YTD | +25.5% | +30.0% | -4.5% | +48.2% |
| 1Y | +42.6% | +29.9% | +12.7% | +68.5% |
| All | +42.6% | +31.1% | +11.4% | +68.5% |
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 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