+510.2%
GEV vs MSCI
+21.9%
+488.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.0% |
| 7D | -13.2% | +2.7% | -15.9% | -13.3% |
| 30D | -20.6% | +16.2% | -36.9% | -21.5% |
| 3M | -19.5% | +17.1% | -36.6% | -20.6% |
| 6M | -23.3% | +13.0% | -36.3% | -24.5% |
| YTD | +22.2% | +15.8% | +6.5% | +19.2% |
| 1Y | +37.8% | +15.5% | +22.3% | +34.4% |
| All | +510.2% | +21.9% | +488.3% | +459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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