+52.4%
GEV vs B
+27.8%
+24.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.3% | -17.6% | -11.6% |
| 7D | -5.1% | +1.1% | -6.3% | -5.6% |
| 30D | -15.8% | +0.3% | -16.2% | -15.8% |
| 3M | -18.2% | +5.4% | -23.6% | -20.1% |
| 6M | -22.4% | +5.5% | -27.9% | -24.7% |
| YTD | +27.7% | -6.3% | +34.1% | +24.6% |
| 1Y | +52.4% | +29.4% | +23.0% | +30.2% |
| All | +52.4% | +27.8% | +24.6% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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