+643.2%
GEV vs CP
+5.4%
+637.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | +8.1% | +2.4% | +5.7% | +6.9% |
| 30D | -1.9% | -0.5% | -1.4% | -1.8% |
| 3M | +4.1% | +1.4% | +2.6% | +2.7% |
| 6M | +23.2% | +10.3% | +12.9% | +15.8% |
| YTD | +48.9% | +24.3% | +24.6% | +31.0% |
| 1Y | +62.2% | +20.4% | +41.7% | +45.0% |
| All | +643.2% | +5.4% | +637.8% | +606.1% |
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