+632.4%
GEV vs IT
-62.5%
+694.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.3% | -1.6% | +3.7% |
| 7D | +1.6% | -3.7% | +5.3% | +1.5% |
| 30D | -7.9% | +0.1% | -8.0% | -8.0% |
| 3M | +5.6% | +20.7% | -15.1% | +6.1% |
| 6M | +13.1% | +12.0% | +1.1% | +13.9% |
| YTD | +46.7% | -28.8% | +75.6% | +63.3% |
| 1Y | +51.3% | -25.5% | +76.8% | +65.1% |
| All | +632.4% | -62.5% | +694.9% | +1,086.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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