+620.7%
GEV vs COMP
+232.9%
+387.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.3% | +1.4% | +1.9% | +3.1% |
| 30D | -7.5% | -13.3% | +5.9% | -5.8% |
| 3M | -2.2% | +41.1% | -43.3% | -6.5% |
| 6M | +12.1% | +17.2% | -5.1% | +8.4% |
| YTD | +44.4% | +5.2% | +39.2% | +39.9% |
| 1Y | +57.7% | +18.9% | +38.7% | +49.5% |
| All | +620.7% | +232.9% | +387.8% | +479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling