+620.7%
GEV vs COP
+15.3%
+605.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +3.3% | +3.0% | +0.3% | +2.6% |
| 30D | -7.5% | +17.5% | -25.0% | -11.1% |
| 3M | -2.2% | +13.4% | -15.5% | -5.2% |
| 6M | +12.1% | +17.7% | -5.6% | +5.7% |
| YTD | +44.4% | +46.6% | -2.2% | +23.6% |
| 1Y | +57.7% | +44.6% | +13.1% | +35.1% |
| All | +620.7% | +15.3% | +605.4% | +581.7% |
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