+620.7%
GEV vs ED
+32.7%
+588.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | -0.8% |
| 7D | +3.3% | -0.2% | +3.5% | +3.2% |
| 30D | -7.5% | -0.1% | -7.3% | -7.6% |
| 3M | -2.2% | +3.9% | -6.1% | +0.7% |
| 6M | +12.1% | -3.0% | +15.1% | +10.8% |
| YTD | +44.4% | +10.7% | +33.7% | +55.3% |
| 1Y | +57.7% | +13.3% | +44.3% | +73.3% |
| All | +620.7% | +32.7% | +588.0% | +749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling