+514.9%
GEV vs ED
+49.6%
+465.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -0.9% |
| 7D | +3.7% | +2.1% | +1.7% | +5.3% |
| 30D | -14.7% | +10.4% | -25.1% | -8.3% |
| 3M | -23.4% | +12.5% | -36.0% | -16.9% |
| 6M | -24.3% | +14.9% | -39.2% | -16.4% |
| YTD | +23.2% | +24.8% | -1.6% | +44.0% |
| 1Y | +44.2% | +23.8% | +20.4% | +68.4% |
| All | +514.9% | +49.6% | +465.2% | +687.8% |
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