-24.3%
GEV vs EXPE
+18.1%
-42.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.1% |
| 7D | +3.7% | -0.5% | +4.2% | +3.6% |
| 30D | -14.7% | -6.1% | -8.6% | -14.0% |
| 3M | -23.4% | -21.3% | -2.1% | -25.4% |
| 6M | -24.3% | +19.0% | -43.3% | -30.8% |
| All | -24.3% | +18.1% | -42.4% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling