+58.1%
GEV vs IRE
-85.3%
+143.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.8% | +5.0% | -2.1% |
| 7D | -1.9% | +7.9% | -9.9% | -2.7% |
| 30D | -8.7% | +9.3% | -18.0% | -10.3% |
| 3M | +6.6% | -52.3% | +58.9% | +8.3% |
| 6M | +10.2% | -38.5% | +48.7% | +5.6% |
| YTD | +41.6% | -54.8% | +96.5% | +36.4% |
| All | +58.1% | -85.3% | +143.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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