+627.7%
GEV vs NI
+65.2%
+562.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | +3.2% | +1.3% | +1.9% | +2.5% |
| 30D | -4.0% | -0.3% | -3.8% | -3.8% |
| 3M | +3.4% | -9.5% | +12.9% | +8.0% |
| 6M | +14.7% | -10.2% | +24.9% | +20.3% |
| YTD | +45.8% | +1.8% | +44.0% | +41.5% |
| 1Y | +57.4% | +5.7% | +51.7% | +48.5% |
| All | +627.7% | +65.2% | +562.5% | +458.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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