+489.9%
GEV vs LIN
+16.3%
+473.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.3% |
| 7D | -13.2% | +3.6% | -16.8% | -14.2% |
| 30D | -25.1% | +6.4% | -31.5% | -26.6% |
| 3M | -24.3% | +6.5% | -30.8% | -25.9% |
| 6M | -29.6% | +4.9% | -34.4% | -31.0% |
| YTD | +18.2% | +23.4% | -5.3% | +6.1% |
| 1Y | +38.0% | +26.3% | +11.7% | +22.2% |
| All | +489.9% | +16.3% | +473.6% | +397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling