+510.2%
GEV vs CB
+47.3%
+462.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -3.5% |
| 7D | -13.2% | +0.7% | -13.9% | -12.9% |
| 30D | -20.6% | +8.2% | -28.8% | -18.9% |
| 3M | -19.5% | +6.3% | -25.8% | -18.1% |
| 6M | -23.3% | +16.2% | -39.5% | -20.5% |
| YTD | +22.2% | +19.3% | +2.9% | +27.6% |
| 1Y | +37.8% | +29.2% | +8.6% | +44.7% |
| All | +510.2% | +47.3% | +462.8% | +552.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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