+52.4%
GEV vs IR
+11.7%
+40.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.8% | -9.1% |
| 7D | -5.1% | +11.6% | -16.7% | -9.8% |
| 30D | -15.8% | +7.2% | -23.0% | -18.2% |
| 3M | -18.2% | -5.9% | -12.3% | -16.4% |
| 6M | -22.4% | +11.5% | -33.8% | -26.6% |
| YTD | +27.7% | +6.3% | +21.4% | +19.0% |
| 1Y | +52.4% | +9.1% | +43.3% | +41.7% |
| All | +52.4% | +11.7% | +40.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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