+643.2%
GEV vs COO
-33.5%
+676.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.6% |
| 7D | +8.1% | -2.3% | +10.4% | +8.6% |
| 30D | -1.9% | -8.8% | +6.9% | -0.2% |
| 3M | +4.1% | +1.3% | +2.7% | +3.2% |
| 6M | +23.2% | -11.6% | +34.8% | +26.4% |
| YTD | +48.9% | -17.4% | +66.3% | +55.2% |
| 1Y | +62.2% | -1.6% | +63.8% | +61.7% |
| All | +643.2% | -33.5% | +676.7% | +713.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling