+627.7%
GEV vs IT
-64.6%
+692.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.1% |
| 7D | +3.2% | -9.1% | +12.3% | +3.0% |
| 30D | -4.0% | -12.2% | +8.1% | -4.2% |
| 3M | +3.4% | +7.8% | -4.4% | +4.3% |
| 6M | +14.7% | +2.0% | +12.7% | +16.2% |
| YTD | +45.8% | -32.7% | +78.5% | +62.1% |
| 1Y | +57.4% | -31.1% | +88.5% | +72.5% |
| All | +627.7% | -64.6% | +692.2% | +1,077.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling