+620.7%
GEV vs EXPE
+119.2%
+501.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +3.3% | -9.5% | +12.8% | +5.4% |
| 30D | -7.5% | -6.6% | -0.8% | -6.4% |
| 3M | -2.2% | +31.4% | -33.5% | -9.4% |
| 6M | +12.1% | +35.2% | -23.1% | +1.2% |
| YTD | +44.4% | +5.8% | +38.6% | +39.4% |
| 1Y | +57.7% | +38.7% | +19.0% | +35.8% |
| All | +620.7% | +119.2% | +501.6% | +427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling