+606.9%
GEV vs EL
-28.3%
+635.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.5% |
| 7D | -1.9% | -4.4% | +2.4% | -1.3% |
| 30D | -8.7% | +10.3% | -19.0% | -10.2% |
| 3M | +6.6% | +13.4% | -6.8% | +4.2% |
| 6M | +10.2% | +3.1% | +7.1% | +8.8% |
| YTD | +41.6% | -6.9% | +48.5% | +41.3% |
| 1Y | +43.9% | +11.9% | +32.0% | +38.5% |
| All | +606.9% | -28.3% | +635.2% | +605.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling