+57.7%
GEV vs NEM
+73.9%
-16.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -7.5% | +23.1% | -30.5% | -13.3% |
| 3M | -2.2% | +18.5% | -20.7% | -7.8% |
| 6M | +12.1% | +7.8% | +4.3% | +7.7% |
| YTD | +44.4% | +29.1% | +15.3% | +31.6% |
| 1Y | +57.7% | +72.7% | -15.0% | +20.3% |
| All | +57.7% | +73.9% | -16.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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