+606.9%
GEV vs GPN
-32.6%
+639.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.6% | -3.2% |
| 7D | -1.9% | -3.5% | +1.6% | -1.2% |
| 30D | -8.7% | +3.1% | -11.8% | -9.4% |
| 3M | +6.6% | +42.3% | -35.7% | -2.4% |
| 6M | +10.2% | +20.9% | -10.7% | +4.4% |
| YTD | +41.6% | +15.2% | +26.4% | +35.0% |
| 1Y | +43.9% | +5.4% | +38.4% | +40.9% |
| All | +606.9% | -32.6% | +639.5% | +730.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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