+526.6%
GEV vs GD
+36.9%
+489.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | +6.2% | +1.9% | +4.3% | +5.3% |
| 30D | -18.4% | +9.2% | -27.7% | -21.4% |
| 3M | -21.2% | -7.5% | -13.8% | -18.4% |
| 6M | -23.6% | +5.8% | -29.3% | -25.9% |
| YTD | +25.5% | +9.8% | +15.7% | +17.9% |
| 1Y | +42.6% | +5.8% | +36.8% | +37.6% |
| All | +526.6% | +36.9% | +489.7% | +420.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling