+606.9%
GEV vs IR
-22.7%
+629.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | -1.9% | -3.1% | +1.2% | -0.3% |
| 30D | -8.7% | -14.0% | +5.3% | -0.9% |
| 3M | +6.6% | +3.7% | +2.9% | +3.3% |
| 6M | +10.2% | -15.4% | +25.6% | +19.2% |
| YTD | +41.6% | -7.7% | +49.3% | +43.4% |
| 1Y | +43.9% | -8.8% | +52.7% | +46.4% |
| All | +606.9% | -22.7% | +629.6% | +679.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling