+57.4%
GEV vs B
+55.6%
+1.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | +3.2% | +1.0% | +2.1% | +2.8% |
| 30D | -4.0% | +9.5% | -13.5% | -6.7% |
| 3M | +3.4% | +14.3% | -10.9% | -1.4% |
| 6M | +14.7% | -1.9% | +16.6% | +13.0% |
| YTD | +45.8% | +4.1% | +41.7% | +40.0% |
| 1Y | +57.4% | +56.1% | +1.3% | +35.1% |
| All | +57.4% | +55.6% | +1.7% | +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