+534.9%
GEV vs CF
+53.6%
+481.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | -3.8% | -0.9% | -2.9% | -3.7% |
| 30D | -17.4% | +6.9% | -24.3% | -17.5% |
| 3M | -16.2% | +4.8% | -21.1% | -16.4% |
| 6M | -20.2% | +4.7% | -24.8% | -20.6% |
| YTD | +27.2% | +56.5% | -29.3% | +14.8% |
| 1Y | +44.6% | +48.4% | -3.9% | +31.9% |
| All | +534.9% | +53.6% | +481.3% | +436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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