+643.2%
GEV vs EXC
+30.9%
+612.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.4% |
| 7D | +8.1% | +1.2% | +6.9% | +8.7% |
| 30D | -1.9% | -2.7% | +0.8% | -3.2% |
| 3M | +4.1% | -1.0% | +5.0% | +3.8% |
| 6M | +23.2% | -9.3% | +32.5% | +18.5% |
| YTD | +48.9% | +3.6% | +45.3% | +52.0% |
| 1Y | +62.2% | +5.9% | +56.3% | +68.3% |
| All | +643.2% | +30.9% | +612.2% | +804.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling