+514.9%
GEV vs EXPE
+89.7%
+425.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | -14.7% | -6.1% | -8.6% | -14.4% |
| 3M | -23.4% | -21.3% | -2.1% | -20.9% |
| 6M | -24.3% | +19.0% | -43.3% | -29.7% |
| YTD | +23.2% | -8.4% | +31.6% | +20.7% |
| 1Y | +44.2% | -2.8% | +47.0% | +38.1% |
| All | +514.9% | +89.7% | +425.2% | +356.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling