+492.6%
GEV vs GS
+122.6%
+370.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -9.8% | -3.2% | -6.6% | -7.7% |
| 30D | -22.3% | -2.4% | -19.9% | -20.9% |
| 3M | -22.6% | -15.7% | -6.8% | -12.1% |
| 6M | -30.7% | -6.8% | -24.0% | -28.5% |
| YTD | +18.7% | -0.1% | +18.8% | +13.9% |
| 1Y | +41.0% | +12.1% | +29.0% | +22.4% |
| All | +492.6% | +122.6% | +370.1% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling