+52.4%
GEV vs M
+36.6%
+15.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.6% | -16.9% | -9.7% |
| 7D | -5.1% | +8.3% | -13.4% | -5.6% |
| 30D | -15.8% | +14.2% | -30.0% | -16.8% |
| 3M | -18.2% | -1.1% | -17.1% | -18.0% |
| 6M | -22.4% | +36.6% | -59.0% | -27.0% |
| YTD | +27.7% | +19.8% | +7.9% | +20.4% |
| 1Y | +52.4% | +37.2% | +15.2% | +44.2% |
| All | +52.4% | +36.6% | +15.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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