+518.8%
GEV vs ECL
+37.3%
+481.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -3.0% | -2.3% | -0.7% | -2.3% |
| 30D | -18.9% | +8.3% | -27.2% | -21.0% |
| 3M | -20.1% | +8.4% | -28.5% | -22.3% |
| 6M | -24.6% | +23.3% | -47.9% | -30.9% |
| YTD | +24.0% | +18.2% | +5.7% | +15.5% |
| 1Y | +40.6% | +18.8% | +21.9% | +30.5% |
| All | +518.8% | +37.3% | +481.5% | +448.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling