+627.7%
GEV vs F
+24.3%
+603.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.3% |
| 7D | +3.2% | -4.9% | +8.0% | +4.1% |
| 30D | -4.0% | -2.9% | -1.1% | -3.6% |
| 3M | +3.4% | -9.1% | +12.5% | +5.0% |
| 6M | +14.7% | +12.9% | +1.8% | +9.9% |
| YTD | +45.8% | +6.1% | +39.7% | +41.3% |
| 1Y | +57.4% | +22.5% | +34.9% | +47.1% |
| All | +627.7% | +24.3% | +603.4% | +552.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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