+10.2%
GEV vs AU
-3.1%
+13.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.0% |
| 7D | -1.9% | -7.0% | +5.1% | -0.5% |
| 30D | -8.7% | +7.3% | -16.0% | -10.6% |
| 3M | +6.6% | +33.2% | -26.6% | -2.3% |
| 6M | +10.2% | -0.6% | +10.8% | +9.1% |
| All | +10.2% | -3.1% | +13.3% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling