+62.2%
GEV vs F
+24.7%
+37.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.4% | +3.6% |
| 7D | +8.1% | +1.2% | +6.9% | +7.9% |
| 30D | -1.9% | +1.2% | -3.1% | -2.1% |
| 3M | +4.1% | -5.7% | +9.7% | +4.4% |
| 6M | +23.2% | +17.9% | +5.3% | +18.1% |
| YTD | +48.9% | +10.4% | +38.5% | +43.5% |
| 1Y | +62.2% | +25.3% | +36.8% | +64.5% |
| All | +62.2% | +24.7% | +37.5% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling