+627.7%
GEV vs EW
-8.1%
+635.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +3.2% | -5.1% | +8.3% | +4.7% |
| 30D | -4.0% | -6.4% | +2.3% | -2.2% |
| 3M | +3.4% | -1.6% | +5.0% | +3.5% |
| 6M | +14.7% | +2.3% | +12.4% | +13.1% |
| YTD | +45.8% | +1.1% | +44.7% | +44.1% |
| 1Y | +57.4% | +8.0% | +49.4% | +52.4% |
| All | +627.7% | -8.1% | +635.7% | +588.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling