+526.6%
GEV vs AS
+80.2%
+446.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +2.1% |
| 7D | +6.2% | -3.6% | +9.8% | +7.4% |
| 30D | -18.4% | +3.4% | -21.8% | -19.4% |
| 3M | -21.2% | -8.6% | -12.6% | -19.5% |
| 6M | -23.6% | -10.0% | -13.5% | -21.8% |
| YTD | +25.5% | -19.2% | +44.7% | +31.5% |
| 1Y | +42.6% | -3.8% | +46.4% | +41.5% |
| All | +526.6% | +80.2% | +446.4% | +442.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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