+534.9%
GEV vs M
+44.2%
+490.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +5.3% |
| 7D | -3.8% | +2.5% | -6.4% | -4.5% |
| 30D | -17.4% | +10.1% | -27.5% | -19.5% |
| 3M | -16.2% | -0.9% | -15.3% | -16.5% |
| 6M | -20.2% | +30.2% | -50.3% | -26.6% |
| YTD | +27.2% | +16.3% | +10.9% | +19.7% |
| 1Y | +44.6% | +27.0% | +17.6% | +32.4% |
| All | +534.9% | +44.2% | +490.8% | +470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling