+643.2%
GEV vs COST
+25.7%
+617.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +8.1% | -3.2% | +11.3% | +8.8% |
| 30D | -1.9% | -4.0% | +2.1% | -1.1% |
| 3M | +4.1% | -6.5% | +10.5% | +5.4% |
| 6M | +23.2% | -8.5% | +31.7% | +24.9% |
| YTD | +48.9% | +6.0% | +42.9% | +40.1% |
| 1Y | +62.2% | -5.8% | +68.0% | +62.7% |
| All | +643.2% | +25.7% | +617.4% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling