+492.6%
GEV vs GD
+33.5%
+459.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -9.8% | -5.0% | -4.8% | -7.6% |
| 30D | -22.3% | +8.9% | -31.2% | -25.0% |
| 3M | -22.6% | -8.0% | -14.5% | -19.6% |
| 6M | -30.7% | +2.9% | -33.6% | -32.0% |
| YTD | +18.7% | +7.1% | +11.7% | +12.8% |
| 1Y | +41.0% | +5.9% | +35.1% | +35.4% |
| All | +492.6% | +33.5% | +459.1% | +397.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling