+537.6%
GEV vs NET
+167.8%
+369.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.6% |
| 7D | -5.1% | -16.4% | +11.2% | -0.8% |
| 30D | -15.8% | -25.8% | +10.0% | -9.4% |
| 3M | -18.2% | -11.5% | -6.7% | -16.7% |
| 6M | -22.4% | +18.9% | -41.3% | -29.6% |
| YTD | +27.7% | +35.2% | -7.5% | +7.2% |
| 1Y | +52.4% | +14.5% | +37.9% | +37.3% |
| All | +537.6% | +167.8% | +369.8% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 3y: compounded portfolio wealth divided by compounded NET 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…
3y analysis · Full analysis span regression · 6 months rolling