+643.2%
GEV vs MTB
+80.4%
+562.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | +8.1% | +2.8% | +5.3% | +6.7% |
| 30D | -1.9% | -4.2% | +2.3% | +0.1% |
| 3M | +4.1% | +7.8% | -3.7% | -0.5% |
| 6M | +23.2% | +14.8% | +8.4% | +13.8% |
| YTD | +48.9% | +20.8% | +28.1% | +32.9% |
| 1Y | +62.2% | +23.1% | +39.1% | +43.0% |
| All | +643.2% | +80.4% | +562.7% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling