+514.9%
GEV vs MAR
+69.9%
+445.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +3.7% | +1.6% | +2.1% | +2.9% |
| 30D | -14.7% | +13.8% | -28.5% | -19.9% |
| 3M | -23.4% | +20.3% | -43.7% | -30.1% |
| 6M | -24.3% | +21.3% | -45.7% | -32.2% |
| YTD | +23.2% | +37.2% | -14.0% | +0.9% |
| 1Y | +44.2% | +48.4% | -4.2% | +11.0% |
| All | +514.9% | +69.9% | +445.0% | +296.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling