+534.9%
GEV vs MA
+38.7%
+496.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.7% | +7.0% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -17.4% | +11.3% | -28.7% | -19.9% |
| 3M | -16.2% | +16.7% | -32.9% | -20.1% |
| 6M | -20.2% | +32.8% | -53.0% | -27.7% |
| YTD | +27.2% | +15.6% | +11.6% | +23.2% |
| 1Y | +44.6% | +19.6% | +25.0% | +36.4% |
| All | +534.9% | +38.7% | +496.2% | +440.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling