+37.8%
GEV vs FIVE
+63.0%
-25.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -13.2% | +7.3% | -20.5% | -14.1% |
| 30D | -20.6% | +18.1% | -38.7% | -22.8% |
| 3M | -19.5% | +7.7% | -27.2% | -20.7% |
| 6M | -23.3% | +13.6% | -36.9% | -25.5% |
| YTD | +22.2% | +34.6% | -12.3% | +12.3% |
| 1Y | +37.8% | +66.2% | -28.4% | +18.8% |
| All | +37.8% | +63.0% | -25.2% | +18.8% |
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