+606.9%
GEV vs COST
+24.7%
+582.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | -1.9% | -2.5% | +0.6% | -1.4% |
| 30D | -8.7% | -4.4% | -4.3% | -7.9% |
| 3M | +6.6% | -8.1% | +14.7% | +8.5% |
| 6M | +10.2% | -9.2% | +19.5% | +11.9% |
| YTD | +41.6% | +5.1% | +36.5% | +33.5% |
| 1Y | +43.9% | -5.1% | +49.0% | +43.2% |
| All | +606.9% | +24.7% | +582.2% | +430.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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