+52.4%
GEV vs ET
+24.7%
+27.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -9.8% |
| 7D | -5.1% | -6.0% | +0.9% | -6.3% |
| 30D | -15.8% | -6.1% | -9.7% | -17.3% |
| 3M | -18.2% | -2.7% | -15.5% | -18.3% |
| 6M | -22.4% | +0.2% | -22.6% | -20.6% |
| YTD | +27.7% | +24.3% | +3.4% | +45.1% |
| 1Y | +52.4% | +26.4% | +26.0% | +70.1% |
| All | +52.4% | +24.7% | +27.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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