+510.2%
GEV vs GD
+38.6%
+471.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.6% |
| 7D | -13.2% | -1.9% | -11.3% | -12.4% |
| 30D | -20.6% | +10.9% | -31.5% | -24.0% |
| 3M | -19.5% | -6.8% | -12.8% | -16.9% |
| 6M | -23.3% | +7.0% | -30.3% | -26.0% |
| YTD | +22.2% | +11.1% | +11.1% | +14.2% |
| 1Y | +37.8% | +7.0% | +30.8% | +32.3% |
| All | +510.2% | +38.6% | +471.6% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling