+526.6%
GEV vs CG
-9.4%
+536.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +3.5% |
| 7D | +6.2% | -1.5% | +7.7% | +7.0% |
| 30D | -18.4% | +5.7% | -24.1% | -21.4% |
| 3M | -21.2% | -17.9% | -3.4% | -13.6% |
| 6M | -23.6% | -20.2% | -3.4% | -15.1% |
| YTD | +25.5% | -32.0% | +57.5% | +49.5% |
| 1Y | +42.6% | -27.0% | +69.6% | +62.6% |
| All | +526.6% | -9.4% | +536.0% | +503.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling