+57.7%
GEV vs FIVE
+66.7%
-9.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.3% |
| 7D | +3.3% | +4.3% | -1.0% | +2.1% |
| 30D | -7.5% | +12.5% | -20.0% | -10.7% |
| 3M | -2.2% | +31.2% | -33.4% | -9.9% |
| 6M | +12.1% | +14.4% | -2.3% | +7.0% |
| YTD | +44.4% | +33.9% | +10.5% | +29.3% |
| 1Y | +57.7% | +65.1% | -7.4% | +27.2% |
| All | +57.7% | +66.7% | -9.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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