+643.2%
GEV vs AMC
-38.0%
+681.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +3.2% |
| 7D | +8.1% | -0.8% | +8.9% | +8.1% |
| 30D | -1.9% | -1.2% | -0.8% | -1.9% |
| 3M | +4.1% | +42.2% | -38.2% | +3.0% |
| 6M | +23.2% | +118.8% | -95.6% | +20.4% |
| YTD | +48.9% | +64.1% | -15.2% | +46.3% |
| 1Y | +62.2% | -9.5% | +71.7% | +61.4% |
| All | +643.2% | -38.0% | +681.2% | +644.7% |
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