+606.9%
GEV vs EXC
+29.3%
+577.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -3.2% |
| 7D | -1.9% | -1.6% | -0.3% | -2.6% |
| 30D | -8.7% | -2.4% | -6.3% | -9.7% |
| 3M | +6.6% | -4.0% | +10.6% | +4.9% |
| 6M | +10.2% | -9.8% | +20.0% | +5.7% |
| YTD | +41.6% | +2.3% | +39.3% | +43.8% |
| 1Y | +43.9% | +3.8% | +40.0% | +47.9% |
| All | +606.9% | +29.3% | +577.7% | +755.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling