+37.8%
GEV vs LIN
+25.8%
+12.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.8% |
| 7D | -13.2% | +2.0% | -15.2% | -12.7% |
| 30D | -20.6% | +7.9% | -28.5% | -19.7% |
| 3M | -19.5% | +6.3% | -25.8% | -18.6% |
| 6M | -23.3% | +6.5% | -29.8% | -22.3% |
| YTD | +22.2% | +23.6% | -1.3% | +32.3% |
| 1Y | +37.8% | +25.7% | +12.1% | +51.9% |
| All | +37.8% | +25.8% | +12.0% | +51.9% |
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