+492.6%
GEV vs AMC
-24.0%
+516.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | -9.8% | +2.6% | -12.4% | -9.8% |
| 30D | -22.3% | +9.0% | -31.3% | -22.5% |
| 3M | -22.6% | +22.2% | -44.7% | -23.1% |
| 6M | -30.7% | +91.5% | -122.2% | -32.1% |
| YTD | +18.7% | +101.3% | -82.5% | +16.0% |
| 1Y | +41.0% | +20.8% | +20.3% | +39.2% |
| All | +492.6% | -24.0% | +516.6% | +490.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling