+57.7%
GEV vs EXC
+2.6%
+55.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.7% |
| 7D | +3.3% | -0.7% | +4.0% | +3.0% |
| 30D | -7.5% | -4.6% | -2.8% | -9.2% |
| 3M | -2.2% | -2.2% | 0.0% | -3.5% |
| 6M | +12.1% | -10.6% | +22.7% | +8.1% |
| YTD | +44.4% | +1.9% | +42.5% | +43.6% |
| 1Y | +57.7% | +3.4% | +54.3% | +51.4% |
| All | +57.7% | +2.6% | +55.1% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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