+52.4%
GEV vs ES
-1.6%
+54.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -8.8% |
| 7D | -5.1% | +5.3% | -10.5% | -4.1% |
| 30D | -15.8% | +8.9% | -24.7% | -14.3% |
| 3M | -18.2% | -1.9% | -16.2% | -18.0% |
| 6M | -22.4% | +3.9% | -26.2% | -22.1% |
| YTD | +27.7% | +8.3% | +19.5% | +30.0% |
| 1Y | +52.4% | -0.1% | +52.5% | +51.8% |
| All | +52.4% | -1.6% | +54.0% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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