+51.3%
GEV vs MTB
+24.6%
+26.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -7.9% | -4.8% | -3.1% | -6.7% |
| 3M | +5.6% | +6.0% | -0.3% | +2.6% |
| 6M | +13.1% | +19.6% | -6.6% | +4.0% |
| YTD | +46.7% | +21.5% | +25.3% | +30.8% |
| 1Y | +51.3% | +24.7% | +26.6% | +26.7% |
| All | +51.3% | +24.6% | +26.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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