+627.7%
GEV vs ECL
+21.1%
+606.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | +3.2% | -2.7% | +5.9% | +4.1% |
| 30D | -4.0% | -4.3% | +0.3% | -2.7% |
| 3M | +3.4% | +3.2% | +0.2% | +1.2% |
| 6M | +14.7% | -2.9% | +17.6% | +15.1% |
| YTD | +45.8% | +4.3% | +41.5% | +41.6% |
| 1Y | +57.4% | +1.6% | +55.7% | +53.9% |
| All | +627.7% | +21.1% | +606.6% | +572.4% |
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