+43.9%
GEV vs ES
+12.7%
+31.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -3.1% |
| 7D | -1.9% | -3.5% | +1.6% | -2.4% |
| 30D | -8.7% | -3.0% | -5.7% | -9.1% |
| 3M | +6.6% | -0.3% | +6.9% | +6.0% |
| 6M | +10.2% | -5.2% | +15.4% | +8.2% |
| YTD | +41.6% | +4.8% | +36.8% | +42.3% |
| 1Y | +43.9% | +12.7% | +31.2% | +31.4% |
| All | +43.9% | +12.7% | +31.2% | +31.4% |
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