+620.7%
GEV vs COO
-31.6%
+652.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +3.3% | -2.2% | +5.5% | +3.8% |
| 30D | -7.5% | -7.0% | -0.5% | -6.2% |
| 3M | -2.2% | +12.2% | -14.4% | -5.3% |
| 6M | +12.1% | -15.1% | +27.2% | +16.3% |
| YTD | +44.4% | -15.1% | +59.5% | +49.8% |
| 1Y | +57.7% | +2.3% | +55.3% | +56.0% |
| All | +620.7% | -31.6% | +652.3% | +685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling