+534.9%
GEV vs F
+15.7%
+519.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | -3.8% | -0.6% | -3.2% | -3.8% |
| 30D | -17.4% | +2.9% | -20.3% | -17.9% |
| 3M | -16.2% | -9.5% | -6.7% | -14.8% |
| 6M | -20.2% | +4.0% | -24.2% | -22.2% |
| YTD | +27.2% | -1.3% | +28.5% | +24.8% |
| 1Y | +44.6% | -1.9% | +46.5% | +42.2% |
| All | +534.9% | +15.7% | +519.2% | +475.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling