+52.4%
GEV vs LIN
+27.8%
+24.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -11.9% | -8.7% |
| 7D | -5.1% | +3.3% | -8.4% | -4.4% |
| 30D | -15.8% | +8.8% | -24.6% | -14.8% |
| 3M | -18.2% | +8.6% | -26.8% | -17.2% |
| 6M | -22.4% | +7.0% | -29.4% | -21.3% |
| YTD | +27.7% | +24.3% | +3.5% | +35.9% |
| 1Y | +52.4% | +27.3% | +25.1% | +66.2% |
| All | +52.4% | +27.8% | +24.6% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling