+606.9%
GEV vs MA
+19.4%
+587.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -1.9% | -3.5% | +1.6% | -0.8% |
| 30D | -8.7% | +0.7% | -9.4% | -9.1% |
| 3M | +6.6% | +15.8% | -9.2% | +0.6% |
| 6M | +10.2% | +10.2% | 0.0% | +5.7% |
| YTD | +41.6% | -0.5% | +42.1% | +43.4% |
| 1Y | +43.9% | -1.8% | +45.7% | +46.7% |
| All | +606.9% | +19.4% | +587.5% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling