+632.4%
GEV vs AU
+434.3%
+198.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +1.6% | -4.3% | +5.9% | +2.5% |
| 30D | -7.9% | +7.3% | -15.3% | -9.7% |
| 3M | +5.6% | +26.3% | -20.7% | -0.7% |
| 6M | +13.1% | +1.8% | +11.3% | +10.5% |
| YTD | +46.7% | +26.8% | +19.9% | +36.3% |
| 1Y | +51.3% | +66.7% | -15.4% | +32.2% |
| All | +632.4% | +434.3% | +198.2% | +393.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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