+620.7%
GEV vs M
+32.1%
+588.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | +3.3% | +4.7% | -1.4% | +2.2% |
| 30D | -7.5% | -9.6% | +2.2% | -5.3% |
| 3M | -2.2% | +0.9% | -3.0% | -3.2% |
| 6M | +12.1% | +22.3% | -10.2% | +5.0% |
| YTD | +44.4% | +6.5% | +37.9% | +39.3% |
| 1Y | +57.7% | +38.8% | +18.9% | +40.4% |
| All | +620.7% | +32.1% | +588.7% | +563.7% |
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