+606.9%
GEV vs IT
-64.4%
+671.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.8% |
| 7D | -1.9% | -12.7% | +10.8% | -2.1% |
| 30D | -8.7% | -8.9% | +0.2% | -8.8% |
| 3M | +6.6% | +10.1% | -3.5% | +7.4% |
| 6M | +10.2% | +7.3% | +2.9% | +10.7% |
| YTD | +41.6% | -32.4% | +74.0% | +57.5% |
| 1Y | +43.9% | -26.6% | +70.5% | +54.8% |
| All | +606.9% | -64.4% | +671.3% | +1,044.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling