+57.7%
GEV vs MAR
+27.3%
+30.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | -4.2% | +7.4% | +3.6% |
| 30D | -7.5% | -6.7% | -0.8% | -7.0% |
| 3M | -2.2% | -12.5% | +10.3% | -1.2% |
| 6M | +12.1% | +0.6% | +11.5% | +10.2% |
| YTD | +44.4% | +9.1% | +35.3% | +42.3% |
| 1Y | +57.7% | +26.2% | +31.5% | +52.7% |
| All | +57.7% | +27.3% | +30.4% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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