+643.2%
GEV vs NEM
+285.5%
+357.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +8.1% | +3.9% | +4.2% | +7.0% |
| 30D | -1.9% | +12.7% | -14.6% | -5.4% |
| 3M | +4.1% | +28.7% | -24.6% | -3.7% |
| 6M | +23.2% | +9.8% | +13.4% | +18.5% |
| YTD | +48.9% | +28.1% | +20.8% | +36.7% |
| 1Y | +62.2% | +69.3% | -7.2% | +36.9% |
| All | +643.2% | +285.5% | +357.6% | +405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling