+620.7%
GEV vs EXC
+30.0%
+590.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.5% |
| 7D | +3.3% | +0.3% | +3.0% | +3.4% |
| 30D | -7.5% | -3.7% | -3.7% | -9.1% |
| 3M | -2.2% | -1.3% | -0.9% | -2.5% |
| 6M | +12.1% | -9.7% | +21.8% | +7.6% |
| YTD | +44.4% | +2.9% | +41.5% | +47.0% |
| 1Y | +57.7% | +4.4% | +53.3% | +62.5% |
| All | +620.7% | +30.0% | +590.7% | +774.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling