+57.7%
GEV vs MDY
+17.9%
+39.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | -7.5% | -1.5% | -6.0% | -5.0% |
| 3M | -2.2% | +0.8% | -2.9% | -2.4% |
| 6M | +12.1% | +7.4% | +4.7% | +2.0% |
| YTD | +44.4% | +15.2% | +29.2% | +18.0% |
| 1Y | +57.7% | +16.5% | +41.1% | +25.4% |
| All | +57.7% | +17.9% | +39.7% | +25.4% |
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