+492.6%
GEV vs F
+15.0%
+477.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -9.8% | +1.6% | -11.3% | -10.1% |
| 30D | -22.3% | +2.6% | -25.0% | -22.8% |
| 3M | -22.6% | -8.8% | -13.8% | -21.4% |
| 6M | -30.7% | +4.6% | -35.4% | -32.6% |
| YTD | +18.7% | -1.9% | +20.6% | +16.6% |
| 1Y | +41.0% | -0.8% | +41.8% | +38.4% |
| All | +492.6% | +15.0% | +477.7% | +438.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling