+620.7%
GEV vs ES
+38.5%
+582.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | -7.5% | -2.0% | -5.5% | -7.7% |
| 3M | -2.2% | +1.7% | -3.8% | -2.0% |
| 6M | +12.1% | -3.5% | +15.6% | +11.2% |
| YTD | +44.4% | +7.9% | +36.5% | +45.9% |
| 1Y | +57.7% | +17.2% | +40.5% | +60.1% |
| All | +620.7% | +38.5% | +582.2% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling