+627.7%
GEV vs AR
+43.8%
+583.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +3.2% | -1.2% | +4.3% | +3.6% |
| 30D | -4.0% | +5.5% | -9.5% | -5.9% |
| 3M | +3.4% | +12.9% | -9.5% | -1.9% |
| 6M | +14.7% | +0.1% | +14.6% | +12.9% |
| YTD | +45.8% | +13.5% | +32.3% | +34.0% |
| 1Y | +57.4% | +21.6% | +35.8% | +37.7% |
| All | +627.7% | +43.8% | +583.8% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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