+514.9%
GEV vs AR
+42.4%
+472.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.7% | +7.4% | -3.6% | +1.4% |
| 30D | -14.7% | +5.8% | -20.4% | -16.3% |
| 3M | -23.4% | +5.2% | -28.6% | -25.1% |
| 6M | -24.3% | +5.4% | -29.8% | -26.8% |
| YTD | +23.2% | +12.4% | +10.8% | +13.1% |
| 1Y | +44.2% | +12.8% | +31.4% | +31.3% |
| All | +514.9% | +42.4% | +472.4% | +391.6% |
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