+43.9%
GEV vs EW
+8.2%
+35.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.0% |
| 7D | -1.9% | -3.4% | +1.4% | -1.2% |
| 30D | -8.7% | -7.4% | -1.3% | -7.0% |
| 3M | +6.6% | +0.9% | +5.7% | +5.5% |
| 6M | +10.2% | +1.2% | +9.1% | +9.2% |
| YTD | +41.6% | +1.8% | +39.8% | +39.1% |
| 1Y | +43.9% | +10.8% | +33.0% | +42.2% |
| All | +43.9% | +8.2% | +35.7% | +42.2% |
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