+514.9%
GEV vs GS
+135.6%
+379.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | +3.7% | +5.9% | -2.1% | -0.6% |
| 30D | -14.7% | +4.3% | -19.0% | -17.4% |
| 3M | -23.4% | -11.7% | -11.8% | -16.1% |
| 6M | -24.3% | -3.2% | -21.2% | -24.0% |
| YTD | +23.2% | +5.8% | +17.4% | +13.2% |
| 1Y | +44.2% | +16.0% | +28.2% | +22.5% |
| All | +514.9% | +135.6% | +379.2% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling