+643.2%
GEV vs GFS
-12.4%
+655.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +8.1% | +2.6% | +5.5% | +7.1% |
| 30D | -1.9% | -16.4% | +14.5% | +4.3% |
| 3M | +4.1% | -41.6% | +45.7% | +24.9% |
| 6M | +23.2% | -3.7% | +26.9% | +23.2% |
| YTD | +48.9% | +29.3% | +19.6% | +33.2% |
| 1Y | +62.2% | +37.1% | +25.1% | +41.9% |
| All | +643.2% | -12.4% | +655.6% | +592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling