+37.8%
GEV vs C
+23.2%
+14.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | -13.2% | -0.4% | -12.8% | -13.0% |
| 30D | -20.6% | -5.2% | -15.5% | -18.5% |
| 3M | -19.5% | -9.1% | -10.4% | -15.6% |
| 6M | -23.3% | -1.6% | -21.7% | -22.5% |
| YTD | +22.2% | +6.9% | +15.3% | +14.9% |
| 1Y | +37.8% | +23.0% | +14.8% | +7.7% |
| All | +37.8% | +23.2% | +14.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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