+518.8%
GEV vs ED
+47.4%
+471.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -3.0% | -0.9% | -2.0% | -3.5% |
| 30D | -18.9% | +11.2% | -30.1% | -12.5% |
| 3M | -20.1% | +11.8% | -31.9% | -13.7% |
| 6M | -24.6% | +14.1% | -38.7% | -17.1% |
| YTD | +24.0% | +23.0% | +1.0% | +43.4% |
| 1Y | +40.6% | +23.7% | +17.0% | +63.9% |
| All | +518.8% | +47.4% | +471.4% | +684.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling