+632.4%
GEV vs GFS
-8.8%
+641.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +2.8% |
| 7D | +1.6% | +3.8% | -2.2% | +0.3% |
| 30D | -7.9% | -11.7% | +3.8% | -3.8% |
| 3M | +5.6% | -41.8% | +47.4% | +26.8% |
| 6M | +13.1% | +6.6% | +6.4% | +9.3% |
| YTD | +46.7% | +34.6% | +12.1% | +29.4% |
| 1Y | +51.3% | +46.2% | +5.1% | +29.5% |
| All | +632.4% | -8.8% | +641.2% | +572.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling