+620.7%
GEV vs O
+32.6%
+588.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.2% |
| 7D | +3.3% | -0.7% | +4.0% | +3.1% |
| 30D | -7.5% | -1.9% | -5.6% | -8.0% |
| 3M | -2.2% | +3.8% | -6.0% | -1.5% |
| 6M | +12.1% | -4.7% | +16.8% | +11.1% |
| YTD | +44.4% | +12.5% | +31.9% | +49.7% |
| 1Y | +57.7% | +10.8% | +46.8% | +63.1% |
| All | +620.7% | +32.6% | +588.1% | +669.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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