+534.9%
GEV vs COMP
+223.1%
+311.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.5% | +6.4% |
| 7D | -3.8% | +14.5% | -18.4% | -5.5% |
| 30D | -17.4% | +14.9% | -32.3% | -19.1% |
| 3M | -16.2% | -14.2% | -2.0% | -14.9% |
| 6M | -20.2% | +23.7% | -43.9% | -22.9% |
| YTD | +27.2% | +2.1% | +25.1% | +23.3% |
| 1Y | +44.6% | +26.2% | +18.4% | +36.1% |
| All | +534.9% | +223.1% | +311.9% | +410.4% |
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