+620.7%
GEV vs GD
+34.9%
+585.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +3.3% | -5.3% | +8.5% | +5.8% |
| 30D | -7.5% | -6.4% | -1.0% | -4.8% |
| 3M | -2.2% | +5.7% | -7.9% | -5.2% |
| 6M | +12.1% | -0.9% | +13.0% | +13.0% |
| YTD | +44.4% | +8.2% | +36.2% | +36.3% |
| 1Y | +57.7% | +13.4% | +44.2% | +45.0% |
| All | +620.7% | +34.9% | +585.8% | +501.7% |
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 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