+52.4%
GEV vs MDY
+17.5%
+34.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -10.3% |
| 7D | -5.1% | +1.7% | -6.8% | -7.9% |
| 30D | -15.8% | +1.2% | -17.0% | -17.3% |
| 3M | -18.2% | -3.5% | -14.7% | -12.9% |
| 6M | -22.4% | +3.5% | -25.9% | -24.9% |
| YTD | +27.7% | +13.6% | +14.1% | +4.0% |
| 1Y | +52.4% | +17.1% | +35.3% | +20.6% |
| All | +52.4% | +17.5% | +34.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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