+643.2%
GEV vs COMP
+221.9%
+421.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +3.5% |
| 7D | +8.1% | +4.1% | +4.0% | +7.5% |
| 30D | -1.9% | -14.5% | +12.6% | 0.0% |
| 3M | +4.1% | +41.8% | -37.8% | -0.6% |
| 6M | +23.2% | +23.6% | -0.4% | +18.5% |
| YTD | +48.9% | +1.7% | +47.2% | +44.9% |
| 1Y | +62.2% | +12.6% | +49.6% | +55.1% |
| All | +643.2% | +221.9% | +421.3% | +499.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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