+606.9%
GEV vs GNRC
+51.4%
+555.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.7% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | -8.7% | -15.8% | +7.1% | -1.6% |
| 3M | +6.6% | -24.0% | +30.6% | +20.4% |
| 6M | +10.2% | -13.8% | +24.0% | +16.6% |
| YTD | +41.6% | +33.2% | +8.4% | +22.1% |
| 1Y | +43.9% | -1.8% | +45.7% | +41.1% |
| All | +606.9% | +51.4% | +555.5% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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