+44.2%
GEV vs EXPE
-4.7%
+49.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.0% |
| 7D | +3.7% | -0.5% | +4.2% | +3.7% |
| 30D | -14.7% | -6.1% | -8.6% | -14.6% |
| 3M | -23.4% | -21.3% | -2.1% | -24.3% |
| 6M | -24.3% | +19.0% | -43.3% | -24.3% |
| YTD | +23.2% | -8.4% | +31.6% | +24.0% |
| 1Y | +44.2% | -2.8% | +47.0% | +40.5% |
| All | +44.2% | -4.7% | +49.0% | +40.5% |
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