+643.2%
GEV vs ALL
+55.6%
+587.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.1% |
| 7D | +8.1% | -1.7% | +9.8% | +8.1% |
| 30D | -1.9% | -4.7% | +2.8% | -2.0% |
| 3M | +4.1% | +18.4% | -14.3% | +2.6% |
| 6M | +23.2% | +20.5% | +2.7% | +21.0% |
| YTD | +48.9% | +23.5% | +25.4% | +45.3% |
| 1Y | +62.2% | +29.0% | +33.2% | +56.3% |
| All | +643.2% | +55.6% | +587.6% | +609.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling