+620.7%
GEV vs GS
+167.0%
+453.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | +0.9% | +2.4% | +2.5% |
| 30D | -7.5% | -1.6% | -5.9% | -6.5% |
| 3M | -2.2% | -4.5% | +2.3% | +0.5% |
| 6M | +12.1% | +20.9% | -8.8% | -5.3% |
| YTD | +44.4% | +19.9% | +24.5% | +20.8% |
| 1Y | +57.7% | +41.4% | +16.2% | +13.6% |
| All | +620.7% | +167.0% | +453.7% | +216.2% |
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