+57.7%
GEV vs EMR
+19.4%
+38.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.2% |
| 7D | +3.3% | -1.5% | +4.8% | +4.3% |
| 30D | -7.5% | -5.6% | -1.8% | -3.8% |
| 3M | -2.2% | +7.9% | -10.1% | -6.5% |
| 6M | +12.1% | +6.0% | +6.1% | +6.9% |
| YTD | +44.4% | +16.4% | +27.9% | +25.6% |
| 1Y | +57.7% | +16.6% | +41.0% | +36.1% |
| All | +57.7% | +19.4% | +38.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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