+606.9%
GEV vs COO
-46.8%
+653.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.7% | +11.8% | +0.1% |
| 7D | -1.9% | -23.3% | +21.4% | +3.1% |
| 30D | -8.7% | -29.5% | +20.8% | -2.4% |
| 3M | +6.6% | -20.0% | +26.6% | +10.6% |
| 6M | +10.2% | -27.2% | +37.4% | +17.1% |
| YTD | +41.6% | -33.9% | +75.5% | +54.0% |
| 1Y | +43.9% | -19.9% | +63.8% | +49.0% |
| All | +606.9% | -46.8% | +653.7% | +707.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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