+43.9%
GEV vs HWM
+26.9%
+17.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -1.9% |
| 7D | -1.9% | -12.5% | +10.6% | +3.9% |
| 30D | -8.7% | -19.0% | +10.3% | +0.7% |
| 3M | +6.6% | -8.6% | +15.2% | +10.4% |
| 6M | +10.2% | -10.2% | +20.4% | +13.9% |
| YTD | +41.6% | +11.3% | +30.3% | +25.1% |
| 1Y | +43.9% | +24.3% | +19.6% | +17.9% |
| All | +43.9% | +26.9% | +17.0% | +17.9% |
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