+57.7%
GEV vs NOC
-10.0%
+67.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +3.3% | -5.2% | +8.5% | +3.4% |
| 30D | -7.5% | -7.2% | -0.3% | -7.3% |
| 3M | -2.2% | -5.1% | +2.9% | -1.9% |
| 6M | +12.1% | -31.1% | +43.2% | +21.0% |
| YTD | +44.4% | -8.6% | +53.0% | +39.3% |
| 1Y | +57.7% | -9.7% | +67.4% | +55.8% |
| All | +57.7% | -10.0% | +67.7% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling