+43.9%
GEV vs ALL
+28.8%
+15.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -3.2% |
| 7D | -1.9% | -4.3% | +2.4% | -3.8% |
| 30D | -8.7% | -3.6% | -5.1% | -10.1% |
| 3M | +6.6% | +13.2% | -6.6% | +12.7% |
| 6M | +10.2% | +22.5% | -12.3% | +19.5% |
| YTD | +41.6% | +22.7% | +18.9% | +53.6% |
| 1Y | +43.9% | +28.3% | +15.6% | +57.7% |
| All | +43.9% | +28.8% | +15.0% | +57.7% |
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