+526.6%
GEV vs COMP
+200.6%
+326.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +6.2% | +8.9% | -2.7% | +5.1% |
| 30D | -18.4% | +14.0% | -32.4% | -20.0% |
| 3M | -21.2% | -21.1% | -0.1% | -19.2% |
| 6M | -23.6% | +20.1% | -43.7% | -25.9% |
| YTD | +25.5% | -5.0% | +30.6% | +22.8% |
| 1Y | +42.6% | +5.7% | +36.9% | +37.4% |
| All | +526.6% | +200.6% | +326.0% | +408.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling