+643.2%
GEV vs EW
-7.5%
+650.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.7% | +4.2% |
| 7D | +8.1% | -4.4% | +12.5% | +9.5% |
| 30D | -1.9% | -3.3% | +1.4% | -1.0% |
| 3M | +4.1% | +1.0% | +3.1% | +3.2% |
| 6M | +23.2% | +6.2% | +17.0% | +20.0% |
| YTD | +48.9% | +1.7% | +47.2% | +46.9% |
| 1Y | +62.2% | +8.1% | +54.1% | +57.0% |
| All | +643.2% | -7.5% | +650.7% | +601.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling