+643.2%
GEV vs GTLB
-20.6%
+663.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +3.9% |
| 7D | +8.1% | +4.6% | +3.5% | +7.2% |
| 30D | -1.9% | +21.0% | -22.9% | -5.1% |
| 3M | +4.1% | +51.7% | -47.6% | -3.4% |
| 6M | +23.2% | +89.3% | -66.1% | +7.9% |
| YTD | +48.9% | +25.6% | +23.3% | +43.5% |
| 1Y | +62.2% | -1.5% | +63.7% | +66.2% |
| All | +643.2% | -20.6% | +663.8% | +704.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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