+52.4%
GEV vs ECL
+23.8%
+28.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.4% | -12.7% | -9.4% |
| 7D | -5.1% | +7.7% | -12.9% | -5.7% |
| 30D | -15.8% | +13.7% | -29.5% | -17.0% |
| 3M | -18.2% | +11.6% | -29.7% | -19.1% |
| 6M | -22.4% | +23.9% | -46.3% | -26.3% |
| YTD | +27.7% | +21.0% | +6.8% | +23.3% |
| 1Y | +52.4% | +23.1% | +29.2% | +43.5% |
| All | +52.4% | +23.8% | +28.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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