+57.7%
GEV vs COP
+46.5%
+11.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.1% |
| 7D | +3.3% | +3.0% | +0.3% | +3.7% |
| 30D | -7.5% | +17.5% | -25.0% | -5.7% |
| 3M | -2.2% | +13.4% | -15.5% | +0.7% |
| 6M | +12.1% | +17.7% | -5.6% | +13.5% |
| YTD | +44.4% | +46.6% | -2.2% | +40.8% |
| 1Y | +57.7% | +44.6% | +13.1% | +51.3% |
| All | +57.7% | +46.5% | +11.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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