+57.7%
GEV vs EW
+11.0%
+46.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | -7.5% | +1.0% | -8.5% | -7.8% |
| 3M | -2.2% | +2.8% | -5.0% | -3.1% |
| 6M | +12.1% | +5.5% | +6.6% | +9.9% |
| YTD | +44.4% | +5.5% | +38.9% | +40.7% |
| 1Y | +57.7% | +11.0% | +46.6% | +51.0% |
| All | +57.7% | +11.0% | +46.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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