+52.4%
GEV vs EXC
+1.0%
+51.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.6% | -10.9% | -8.6% |
| 7D | -5.1% | +3.3% | -8.4% | -3.9% |
| 30D | -15.8% | +13.3% | -29.1% | -12.1% |
| 3M | -18.2% | +1.8% | -20.0% | -17.6% |
| 6M | -22.4% | +1.1% | -23.5% | -22.2% |
| YTD | +27.7% | +9.0% | +18.7% | +29.6% |
| 1Y | +52.4% | +3.4% | +49.0% | +59.8% |
| All | +52.4% | +1.0% | +51.3% | +59.8% |
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