+518.8%
GEV vs GD
+38.5%
+480.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | -18.9% | +9.5% | -28.3% | -21.9% |
| 3M | -20.1% | -5.8% | -14.2% | -17.8% |
| 6M | -24.6% | +7.7% | -32.3% | -27.5% |
| YTD | +24.0% | +11.1% | +12.9% | +15.8% |
| 1Y | +40.6% | +6.1% | +34.6% | +35.7% |
| All | +518.8% | +38.5% | +480.3% | +411.2% |
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 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