+514.9%
GEV vs IP
+0.5%
+514.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | -14.7% | +7.9% | -22.6% | -16.2% |
| 3M | -23.4% | -15.3% | -8.1% | -20.8% |
| 6M | -24.3% | +10.5% | -34.8% | -27.1% |
| YTD | +23.2% | -9.4% | +32.6% | +23.2% |
| 1Y | +44.2% | -4.6% | +48.9% | +41.5% |
| All | +514.9% | +0.5% | +514.4% | +471.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling