+57.7%
GEV vs B
+70.0%
-12.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +3.3% | -1.6% | +4.9% | +3.7% |
| 30D | -7.5% | +9.4% | -16.9% | -10.2% |
| 3M | -2.2% | +5.0% | -7.2% | -4.3% |
| 6M | +12.1% | -3.5% | +15.6% | +10.9% |
| YTD | +44.4% | +4.5% | +39.9% | +38.8% |
| 1Y | +57.7% | +67.8% | -10.1% | +35.1% |
| All | +57.7% | +70.0% | -12.3% | +35.1% |
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