+492.6%
GEV vs AR
+32.6%
+460.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -9.8% | -14.3% | +4.5% | -5.2% |
| 30D | -22.3% | +1.4% | -23.8% | -22.7% |
| 3M | -22.6% | +3.4% | -25.9% | -24.0% |
| 6M | -30.7% | -2.1% | -28.7% | -31.4% |
| YTD | +18.7% | +4.7% | +14.0% | +11.5% |
| 1Y | +41.0% | +10.6% | +30.5% | +27.9% |
| All | +492.6% | +32.6% | +460.0% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling