+606.9%
GEV vs GFS
-10.7%
+617.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -1.9% | +3.2% | -5.1% | -3.0% |
| 30D | -8.7% | -9.6% | +0.9% | -5.4% |
| 3M | +6.6% | -38.5% | +45.1% | +25.7% |
| 6M | +10.2% | -1.3% | +11.5% | +9.3% |
| YTD | +41.6% | +31.8% | +9.8% | +25.8% |
| 1Y | +43.9% | +44.6% | -0.7% | +23.6% |
| All | +606.9% | -10.7% | +617.6% | +554.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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