+43.4%
GEV vs IP
-2.1%
+45.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.9% | +4.2% | +7.0% |
| 7D | -3.8% | -3.0% | -0.8% | -3.7% |
| 30D | -17.4% | +10.6% | -28.0% | -17.9% |
| 3M | -16.2% | -13.6% | -2.6% | -15.5% |
| 6M | -20.2% | +10.4% | -30.6% | -20.9% |
| YTD | +27.2% | -6.5% | +33.7% | +26.6% |
| All | +43.4% | -2.1% | +45.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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