+606.9%
GEV vs EAT
+348.7%
+258.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -1.9% | -6.2% | +4.3% | -0.3% |
| 30D | -8.7% | -3.0% | -5.7% | -8.3% |
| 3M | +6.6% | +45.6% | -39.0% | -4.2% |
| 6M | +10.2% | +53.5% | -43.3% | -3.2% |
| YTD | +41.6% | +49.6% | -8.0% | +24.6% |
| 1Y | +43.9% | +38.9% | +5.0% | +28.9% |
| All | +606.9% | +348.7% | +258.2% | +301.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling