+643.2%
GEV vs CAPR
+44.0%
+599.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +3.2% |
| 7D | +8.1% | -9.5% | +17.6% | +8.2% |
| 30D | -1.9% | +121.5% | -123.4% | -2.8% |
| 3M | +4.1% | -65.4% | +69.4% | +4.5% |
| 6M | +23.2% | -67.5% | +90.7% | +23.8% |
| YTD | +48.9% | -68.6% | +117.5% | +49.6% |
| 1Y | +62.2% | +42.7% | +19.5% | +58.6% |
| All | +643.2% | +44.0% | +599.1% | +551.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling