+632.4%
GEV vs CG
-2.5%
+634.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.5% |
| 7D | +1.6% | -9.9% | +11.5% | +7.4% |
| 30D | -7.9% | -11.7% | +3.7% | -2.0% |
| 3M | +5.6% | -4.3% | +9.9% | +7.1% |
| 6M | +13.1% | -8.8% | +21.8% | +16.8% |
| YTD | +46.7% | -26.9% | +73.6% | +69.5% |
| 1Y | +51.3% | -35.4% | +86.7% | +88.1% |
| All | +632.4% | -2.5% | +634.9% | +583.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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