+627.7%
GEV vs EOG
+27.0%
+600.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +3.2% | -1.3% | +4.5% | +3.4% |
| 30D | -4.0% | +3.4% | -7.4% | -4.6% |
| 3M | +3.4% | +7.8% | -4.4% | +1.6% |
| 6M | +14.7% | +13.4% | +1.3% | +9.5% |
| YTD | +45.8% | +43.5% | +2.3% | +26.3% |
| 1Y | +57.4% | +29.7% | +27.7% | +42.5% |
| All | +627.7% | +27.0% | +600.7% | +566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling