+643.2%
GEV vs ES
+39.4%
+603.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.2% |
| 7D | +8.1% | +1.4% | +6.7% | +8.3% |
| 30D | -1.9% | -1.2% | -0.8% | -2.1% |
| 3M | +4.1% | +5.0% | -0.9% | +4.6% |
| 6M | +23.2% | -2.8% | +26.0% | +22.3% |
| YTD | +48.9% | +8.6% | +40.3% | +50.6% |
| 1Y | +62.2% | +18.9% | +43.3% | +65.0% |
| All | +643.2% | +39.4% | +603.8% | +673.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling