+534.9%
GEV vs GS
+133.0%
+402.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.5% | +3.6% |
| 7D | -3.8% | +0.8% | -4.7% | -4.6% |
| 30D | -17.4% | +1.2% | -18.6% | -18.1% |
| 3M | -16.2% | -12.4% | -3.8% | -7.5% |
| 6M | -20.2% | -2.3% | -17.9% | -20.4% |
| YTD | +27.2% | +4.6% | +22.6% | +18.0% |
| 1Y | +44.6% | +17.5% | +27.0% | +21.1% |
| All | +534.9% | +133.0% | +402.0% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling