+57.7%
GEV vs EL
+14.8%
+42.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | -7.5% | +19.8% | -27.3% | -9.1% |
| 3M | -2.2% | +25.7% | -27.9% | -4.5% |
| 6M | +12.1% | +5.4% | +6.6% | +12.2% |
| YTD | +44.4% | +0.2% | +44.2% | +41.7% |
| 1Y | +57.7% | +20.4% | +37.2% | +49.5% |
| All | +57.7% | +14.8% | +42.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling