+526.6%
GEV vs COP
+20.3%
+506.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +6.2% | +3.4% | +2.8% | +5.5% |
| 30D | -18.4% | -0.6% | -17.8% | -18.5% |
| 3M | -21.2% | +10.8% | -32.0% | -23.4% |
| 6M | -23.6% | +19.6% | -43.2% | -27.3% |
| YTD | +25.5% | +52.9% | -27.4% | +6.1% |
| 1Y | +42.6% | +62.2% | -19.6% | +16.8% |
| All | +526.6% | +20.3% | +506.3% | +485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling