+606.9%
GEV vs NEM
+282.7%
+324.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | -1.9% | -3.3% | +1.4% | -1.0% |
| 30D | -8.7% | +7.8% | -16.5% | -10.8% |
| 3M | +6.6% | +36.3% | -29.6% | -3.0% |
| 6M | +10.2% | +6.6% | +3.7% | +6.8% |
| YTD | +41.6% | +27.1% | +14.5% | +30.3% |
| 1Y | +43.9% | +62.3% | -18.5% | +22.8% |
| All | +606.9% | +282.7% | +324.2% | +381.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling