+606.9%
GEV vs ED
+32.0%
+574.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -3.3% |
| 7D | -1.9% | -1.9% | 0.0% | -3.1% |
| 30D | -8.7% | +0.1% | -8.8% | -8.6% |
| 3M | +6.6% | 0.0% | +6.6% | +7.1% |
| 6M | +10.2% | -2.5% | +12.7% | +9.2% |
| YTD | +41.6% | +10.1% | +31.5% | +51.8% |
| 1Y | +43.9% | +13.6% | +30.3% | +58.3% |
| All | +606.9% | +32.0% | +574.9% | +730.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling