+643.2%
GEV vs C
+136.3%
+506.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.6% |
| 7D | +8.1% | +3.2% | +4.9% | +5.8% |
| 30D | -1.9% | +1.3% | -3.2% | -2.8% |
| 3M | +4.1% | +3.1% | +0.9% | +1.7% |
| 6M | +23.2% | +29.6% | -6.4% | +2.1% |
| YTD | +48.9% | +19.0% | +29.9% | +29.3% |
| 1Y | +62.2% | +45.6% | +16.5% | +19.9% |
| All | +643.2% | +136.3% | +506.9% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling