+606.9%
GEV vs ITW
+5.4%
+601.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.1% |
| 7D | -1.9% | -2.4% | +0.5% | -0.8% |
| 30D | -8.7% | -9.5% | +0.8% | -4.2% |
| 3M | +6.6% | +6.6% | 0.0% | +2.0% |
| 6M | +10.2% | -1.8% | +12.0% | +9.9% |
| YTD | +41.6% | +9.0% | +32.6% | +33.4% |
| 1Y | +43.9% | +3.6% | +40.3% | +39.2% |
| All | +606.9% | +5.4% | +601.5% | +531.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 all: compounded portfolio wealth divided by compounded ITW 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…
all analysis · Full analysis span regression · 6 months rolling