+514.9%
GEV vs AMC
-21.3%
+536.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.8% |
| 7D | +3.7% | +3.5% | +0.2% | +3.6% |
| 30D | -14.7% | +12.5% | -27.1% | -15.0% |
| 3M | -23.4% | +23.6% | -47.0% | -24.0% |
| 6M | -24.3% | +144.4% | -168.7% | -26.4% |
| YTD | +23.2% | +108.3% | -85.2% | +20.2% |
| 1Y | +44.2% | +38.9% | +5.3% | +41.9% |
| All | +514.9% | -21.3% | +536.2% | +511.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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