+643.2%
GEV vs AR
+43.7%
+599.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.4% |
| 7D | +8.1% | -1.8% | +9.9% | +8.8% |
| 30D | -1.9% | +12.6% | -14.5% | -6.0% |
| 3M | +4.1% | +10.0% | -6.0% | -0.3% |
| 6M | +23.2% | +0.6% | +22.6% | +20.9% |
| YTD | +48.9% | +13.4% | +35.5% | +36.9% |
| 1Y | +62.2% | +21.7% | +40.5% | +41.8% |
| All | +643.2% | +43.7% | +599.5% | +495.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling