+44.2%
GEV vs COP
+63.9%
-19.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.6% |
| 7D | +3.7% | +4.4% | -0.7% | +4.7% |
| 30D | -14.7% | 0.0% | -14.6% | -14.6% |
| 3M | -23.4% | +15.0% | -38.4% | -20.7% |
| 6M | -24.3% | +22.0% | -46.3% | -19.4% |
| YTD | +23.2% | +55.3% | -32.2% | +32.9% |
| 1Y | +44.2% | +64.1% | -19.9% | +48.8% |
| All | +44.2% | +63.9% | -19.7% | +48.8% |
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