+643.2%
GEV vs ED
+33.9%
+609.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +3.7% |
| 7D | +8.1% | +0.5% | +7.6% | +8.4% |
| 30D | -1.9% | +1.1% | -3.0% | -1.3% |
| 3M | +4.1% | +4.6% | -0.6% | +7.5% |
| 6M | +23.2% | -2.0% | +25.2% | +22.6% |
| YTD | +48.9% | +11.7% | +37.2% | +61.1% |
| 1Y | +62.2% | +15.7% | +46.5% | +80.6% |
| All | +643.2% | +33.9% | +609.3% | +781.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling