+643.2%
GEV vs MA
+20.6%
+622.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.6% | +3.6% |
| 7D | +8.1% | -1.8% | +9.9% | +8.7% |
| 30D | -1.9% | +1.4% | -3.3% | -2.5% |
| 3M | +4.1% | +17.7% | -13.7% | -2.3% |
| 6M | +23.2% | +9.7% | +13.5% | +18.7% |
| YTD | +48.9% | +0.5% | +48.4% | +50.3% |
| 1Y | +62.2% | -2.1% | +64.3% | +66.5% |
| All | +643.2% | +20.6% | +622.6% | +558.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling