+606.9%
GEV vs CG
-0.8%
+607.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.6% |
| 7D | -1.9% | -9.8% | +7.9% | +3.7% |
| 30D | -8.7% | -10.3% | +1.6% | -3.6% |
| 3M | +6.6% | -1.7% | +8.3% | +6.5% |
| 6M | +10.2% | -9.8% | +20.0% | +14.7% |
| YTD | +41.6% | -25.6% | +67.2% | +62.1% |
| 1Y | +43.9% | -32.5% | +76.4% | +74.0% |
| All | +606.9% | -0.8% | +607.7% | +553.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling