+620.7%
GEV vs NET
+180.2%
+440.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +3.3% | -7.0% | +10.3% | +5.2% |
| 30D | -7.5% | -4.8% | -2.7% | -6.7% |
| 3M | -2.2% | +3.8% | -6.0% | -4.2% |
| 6M | +12.1% | +50.0% | -38.0% | -6.7% |
| YTD | +44.4% | +41.5% | +2.9% | +20.9% |
| 1Y | +57.7% | +32.8% | +24.8% | +35.2% |
| All | +620.7% | +180.2% | +440.5% | +354.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling