+52.4%
GEV vs HWM
+5.4%
+47.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.0% | -7.0% |
| 7D | -5.1% | +9.4% | -14.6% | -9.1% |
| 30D | -15.8% | -7.0% | -8.9% | -12.7% |
| 3M | -18.2% | -25.9% | +7.7% | -5.8% |
| 6M | -22.4% | -10.8% | -11.5% | -19.3% |
| YTD | +27.7% | +4.3% | +23.4% | +16.2% |
| 1Y | +52.4% | +4.4% | +48.0% | +40.2% |
| All | +52.4% | +5.4% | +47.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling