+632.4%
GEV vs GFI
+215.5%
+416.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.4% |
| 7D | +1.6% | -2.7% | +4.3% | +2.1% |
| 30D | -7.9% | +13.2% | -21.2% | -10.2% |
| 3M | +5.6% | +28.5% | -22.9% | 0.0% |
| 6M | +13.1% | -6.2% | +19.2% | +12.8% |
| YTD | +46.7% | +8.7% | +38.0% | +42.1% |
| 1Y | +51.3% | +24.8% | +26.4% | +42.3% |
| All | +632.4% | +215.5% | +416.9% | +486.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling