+57.7%
GEV vs EOG
+24.8%
+32.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +3.3% | +1.3% | +2.0% | +3.6% |
| 30D | -7.5% | +8.2% | -15.6% | -6.0% |
| 3M | -2.2% | +3.8% | -6.0% | 0.0% |
| 6M | +12.1% | +15.3% | -3.2% | +11.8% |
| YTD | +44.4% | +41.7% | +2.7% | +38.1% |
| 1Y | +57.7% | +23.6% | +34.1% | +61.7% |
| All | +57.7% | +24.8% | +32.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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