+510.2%
GEV vs AS
+90.2%
+420.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.0% | -3.3% |
| 7D | -13.2% | +4.5% | -17.7% | -14.4% |
| 30D | -20.6% | +13.2% | -33.8% | -23.8% |
| 3M | -19.5% | -11.9% | -7.6% | -16.8% |
| 6M | -23.3% | -11.6% | -11.7% | -21.0% |
| YTD | +22.2% | -14.7% | +36.9% | +26.0% |
| 1Y | +37.8% | +5.7% | +32.1% | +32.8% |
| All | +510.2% | +90.2% | +420.0% | +420.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling