+627.7%
GEV vs CAPR
+37.4%
+590.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.0% |
| 7D | +3.2% | -12.6% | +15.8% | +3.3% |
| 30D | -4.0% | +124.4% | -128.4% | -4.9% |
| 3M | +3.4% | -66.8% | +70.2% | +3.9% |
| 6M | +14.7% | -71.8% | +86.5% | +15.4% |
| YTD | +45.8% | -70.1% | +115.8% | +46.5% |
| 1Y | +57.4% | +33.3% | +24.0% | +54.2% |
| All | +627.7% | +37.4% | +590.3% | +538.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling