+52.4%
GEV vs EXPE
+48.9%
+3.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +10.5% | -19.8% | -8.0% |
| 7D | -5.1% | +14.6% | -19.8% | -3.5% |
| 30D | -15.8% | +21.4% | -37.2% | -14.1% |
| 3M | -18.2% | +1.4% | -19.6% | -17.1% |
| 6M | -22.4% | +28.6% | -51.0% | -21.7% |
| YTD | +27.7% | +12.1% | +15.6% | +30.6% |
| 1Y | +52.4% | +50.0% | +2.3% | +45.4% |
| All | +52.4% | +48.9% | +3.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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