+606.9%
GEV vs FND
-64.1%
+671.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -1.9% | -5.1% | +3.2% | -1.2% |
| 30D | -8.7% | -22.5% | +13.8% | -5.6% |
| 3M | +6.6% | -5.0% | +11.6% | +6.5% |
| 6M | +10.2% | -21.5% | +31.7% | +13.0% |
| YTD | +41.6% | -23.0% | +64.7% | +44.4% |
| 1Y | +43.9% | -44.9% | +88.8% | +56.5% |
| All | +606.9% | -64.1% | +671.0% | +705.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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