-24.6%
GEV vs EXC
+5.4%
-30.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.5% |
| 7D | -3.0% | -1.4% | -1.6% | -3.8% |
| 30D | -18.9% | +8.3% | -27.2% | -15.3% |
| 3M | -20.1% | +2.6% | -22.7% | -19.3% |
| 6M | -24.6% | +5.2% | -29.8% | -26.8% |
| All | -24.6% | +5.4% | -30.0% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling