+40.6%
GEV vs MA
+20.2%
+20.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.5% |
| 7D | -3.0% | -1.8% | -1.2% | -3.7% |
| 30D | -18.9% | +11.0% | -29.9% | -15.7% |
| 3M | -20.1% | +17.9% | -37.9% | -15.3% |
| 6M | -24.6% | +33.2% | -57.7% | -16.8% |
| YTD | +24.0% | +16.5% | +7.5% | +33.1% |
| 1Y | +40.6% | +19.1% | +21.5% | +54.4% |
| All | +40.6% | +20.2% | +20.4% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling