+534.9%
GEV vs CP
+9.0%
+525.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.1% | +6.3% |
| 7D | -3.8% | +2.8% | -6.6% | -5.0% |
| 30D | -17.4% | +11.3% | -28.7% | -21.4% |
| 3M | -16.2% | +2.9% | -19.1% | -17.5% |
| 6M | -20.2% | +9.8% | -29.9% | -24.5% |
| YTD | +27.2% | +28.5% | -1.3% | +10.1% |
| 1Y | +44.6% | +33.5% | +11.1% | +22.4% |
| All | +534.9% | +9.0% | +525.9% | +493.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling