+38.7%
GEV vs AS
+5.4%
+33.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.0% | -3.4% |
| 7D | -13.2% | +4.5% | -17.7% | -14.2% |
| 30D | -20.6% | +13.2% | -33.8% | -23.4% |
| 3M | -19.5% | -11.9% | -7.6% | -16.6% |
| 6M | -23.3% | -11.6% | -11.7% | -20.9% |
| YTD | +22.2% | -14.7% | +36.9% | +22.7% |
| All | +38.7% | +5.4% | +33.3% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling