+643.2%
GEV vs CAG
-38.3%
+681.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +2.5% |
| 7D | +8.1% | -5.3% | +13.4% | +5.6% |
| 30D | -1.9% | +1.0% | -2.9% | -1.3% |
| 3M | +4.1% | +17.4% | -13.3% | +13.1% |
| 6M | +23.2% | -16.8% | +40.0% | +17.5% |
| YTD | +48.9% | -6.8% | +55.7% | +50.2% |
| 1Y | +62.2% | -15.4% | +77.6% | +56.0% |
| All | +643.2% | -38.3% | +681.5% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CAG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling