+643.2%
GEV vs MDY
+28.8%
+614.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +4.1% |
| 7D | +8.1% | +1.0% | +7.1% | +6.5% |
| 30D | -1.9% | -3.1% | +1.2% | +2.9% |
| 3M | +4.1% | +1.8% | +2.2% | +2.2% |
| 6M | +23.2% | +10.8% | +12.4% | +7.8% |
| YTD | +48.9% | +14.4% | +34.5% | +24.1% |
| 1Y | +62.2% | +15.2% | +47.0% | +34.5% |
| All | +643.2% | +28.8% | +614.4% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling