+606.9%
GEV vs GM
+100.3%
+506.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.7% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | -8.7% | -3.4% | -5.3% | -7.8% |
| 3M | +6.6% | +8.7% | -2.1% | +2.9% |
| 6M | +10.2% | +15.4% | -5.2% | +3.9% |
| YTD | +41.6% | +6.6% | +35.0% | +36.4% |
| 1Y | +43.9% | +51.5% | -7.6% | +22.2% |
| All | +606.9% | +100.3% | +506.6% | +378.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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