+514.9%
GEV vs IT
-59.9%
+574.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.8% |
| 7D | +3.7% | +1.1% | +2.7% | +3.8% |
| 30D | -14.7% | -1.8% | -12.8% | -15.0% |
| 3M | -23.4% | +4.8% | -28.3% | -23.5% |
| 6M | -24.3% | +33.0% | -57.3% | -24.6% |
| YTD | +23.2% | -23.8% | +47.0% | +37.1% |
| 1Y | +44.2% | -16.5% | +60.8% | +55.1% |
| All | +514.9% | -59.9% | +574.7% | +895.9% |
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