+57.7%
GEV vs EAT
+37.5%
+20.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -7.5% | +1.9% | -9.3% | -7.8% |
| 3M | -2.2% | +68.7% | -70.8% | -8.9% |
| 6M | +12.1% | +66.9% | -54.8% | +4.8% |
| YTD | +44.4% | +60.4% | -16.0% | +35.5% |
| 1Y | +57.7% | +44.0% | +13.7% | +50.6% |
| All | +57.7% | +37.5% | +20.2% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling