+643.2%
GEV vs M
+28.6%
+614.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.7% |
| 7D | +8.1% | +2.4% | +5.7% | +7.5% |
| 30D | -1.9% | -11.6% | +9.7% | +0.9% |
| 3M | +4.1% | +1.6% | +2.4% | +2.6% |
| 6M | +23.2% | +25.2% | -2.0% | +14.5% |
| YTD | +48.9% | +3.8% | +45.1% | +44.5% |
| 1Y | +62.2% | +36.3% | +25.8% | +44.9% |
| All | +643.2% | +28.6% | +614.6% | +588.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling