+43.9%
GEV vs CAPR
+26.9%
+17.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -2.8% |
| 7D | -1.9% | -10.6% | +8.7% | -1.9% |
| 30D | -8.7% | +111.2% | -119.9% | -8.9% |
| 3M | +6.6% | -67.2% | +73.8% | +6.8% |
| 6M | +10.2% | -75.1% | +85.4% | +10.5% |
| YTD | +41.6% | -71.2% | +112.9% | +42.0% |
| 1Y | +43.9% | +31.1% | +12.8% | +47.0% |
| All | +43.9% | +26.9% | +17.0% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling