+57.7%
GEV vs M
+46.1%
+11.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +3.3% | +4.7% | -1.4% | +2.7% |
| 30D | -7.5% | -9.6% | +2.2% | -6.4% |
| 3M | -2.2% | +0.9% | -3.0% | -3.2% |
| 6M | +12.1% | +22.3% | -10.2% | +6.4% |
| YTD | +44.4% | +6.5% | +37.9% | +38.4% |
| 1Y | +57.7% | +38.8% | +18.9% | +45.4% |
| All | +57.7% | +46.1% | +11.5% | +45.4% |
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