+627.7%
GEV vs CG
+1.6%
+626.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | +0.1% |
| 7D | +3.2% | -6.4% | +9.6% | +6.9% |
| 30D | -4.0% | -7.1% | +3.0% | -0.6% |
| 3M | +3.4% | -1.6% | +5.0% | +3.4% |
| 6M | +14.7% | -8.3% | +23.0% | +18.3% |
| YTD | +45.8% | -23.8% | +69.6% | +64.7% |
| 1Y | +57.4% | -28.7% | +86.1% | +84.2% |
| All | +627.7% | +1.6% | +626.1% | +564.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling