+51.3%
GEV vs COO
-20.3%
+71.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +1.6% | -22.5% | +24.2% | +4.9% |
| 30D | -7.9% | -29.7% | +21.8% | -3.9% |
| 3M | +5.6% | -20.1% | +25.8% | +7.9% |
| 6M | +13.1% | -26.9% | +40.0% | +19.6% |
| YTD | +46.7% | -34.2% | +81.0% | +59.7% |
| 1Y | +51.3% | -21.3% | +72.5% | +55.2% |
| All | +51.3% | -20.3% | +71.6% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling