+57.7%
GEV vs GD
+13.1%
+44.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +3.3% | -5.3% | +8.5% | +4.5% |
| 30D | -7.5% | -6.4% | -1.0% | -6.2% |
| 3M | -2.2% | +5.7% | -7.9% | -3.7% |
| 6M | +12.1% | -0.9% | +13.0% | +16.3% |
| YTD | +44.4% | +8.2% | +36.2% | +35.5% |
| 1Y | +57.7% | +13.4% | +44.2% | +48.2% |
| All | +57.7% | +13.1% | +44.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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