+52.4%
GEV vs ED
+27.1%
+25.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.0% | -12.3% | -7.1% |
| 7D | -5.1% | +5.4% | -10.5% | -1.4% |
| 30D | -15.8% | +16.4% | -32.2% | -7.2% |
| 3M | -18.2% | +11.9% | -30.1% | -12.0% |
| 6M | -22.4% | +11.6% | -33.9% | -16.4% |
| YTD | +27.7% | +24.1% | +3.6% | +47.4% |
| 1Y | +52.4% | +26.9% | +25.5% | +80.0% |
| All | +52.4% | +27.1% | +25.2% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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