+643.2%
GEV vs FIVE
+41.5%
+601.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | +8.1% | +3.7% | +4.4% | +7.1% |
| 30D | -1.9% | +4.0% | -5.9% | -3.1% |
| 3M | +4.1% | +36.2% | -32.2% | -4.1% |
| 6M | +23.2% | +18.0% | +5.2% | +17.0% |
| YTD | +48.9% | +34.9% | +14.0% | +36.7% |
| 1Y | +62.2% | +67.9% | -5.7% | +40.5% |
| All | +643.2% | +41.5% | +601.7% | +602.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling