+518.8%
GEV vs FIVE
+39.6%
+479.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | -3.0% | -0.5% | -2.4% | -2.8% |
| 30D | -18.9% | +17.4% | -36.3% | -22.0% |
| 3M | -20.1% | +7.0% | -27.1% | -21.8% |
| 6M | -24.6% | +20.5% | -45.1% | -28.9% |
| YTD | +24.0% | +33.1% | -9.2% | +13.8% |
| 1Y | +40.6% | +67.1% | -26.4% | +21.9% |
| All | +518.8% | +39.6% | +479.2% | +485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling