+57.7%
GEV vs IR
-1.2%
+58.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | +3.3% | -2.8% | +6.1% | +4.4% |
| 30D | -7.5% | -15.1% | +7.7% | -1.7% |
| 3M | -2.2% | +6.1% | -8.2% | -5.2% |
| 6M | +12.1% | -16.8% | +28.9% | +16.6% |
| YTD | +44.4% | -3.5% | +47.9% | +42.6% |
| 1Y | +57.7% | -3.5% | +61.2% | +56.3% |
| All | +57.7% | -1.2% | +58.9% | +56.3% |
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