+606.9%
GEV vs EME
+113.0%
+493.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.2% |
| 7D | -1.9% | +0.9% | -2.8% | -2.7% |
| 30D | -8.7% | -8.4% | -0.3% | -1.8% |
| 3M | +6.6% | -3.6% | +10.2% | +9.5% |
| 6M | +10.2% | +3.6% | +6.7% | +6.6% |
| YTD | +41.6% | +22.5% | +19.1% | +17.6% |
| 1Y | +43.9% | +18.2% | +25.7% | +16.5% |
| All | +606.9% | +113.0% | +493.9% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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