+514.9%
GEV vs COP
+22.2%
+492.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | +3.7% | +4.4% | -0.7% | +2.8% |
| 30D | -14.7% | 0.0% | -14.6% | -14.8% |
| 3M | -23.4% | +15.0% | -38.4% | -26.2% |
| 6M | -24.3% | +22.0% | -46.3% | -28.4% |
| YTD | +23.2% | +55.3% | -32.2% | +3.8% |
| 1Y | +44.2% | +64.1% | -19.9% | +18.0% |
| All | +514.9% | +22.2% | +492.6% | +472.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling