+514.9%
GEV vs IR
-10.0%
+524.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | +3.7% | +2.5% | +1.2% | +2.4% |
| 30D | -14.7% | +9.2% | -23.8% | -18.4% |
| 3M | -23.4% | +0.9% | -24.4% | -23.7% |
| 6M | -24.3% | +19.2% | -43.6% | -31.8% |
| YTD | +23.2% | +7.5% | +15.7% | +15.1% |
| 1Y | +44.2% | +11.7% | +32.5% | +31.6% |
| All | +514.9% | -10.0% | +524.9% | +525.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling