+514.9%
GEV vs ON
-3.9%
+518.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -0.6% |
| 7D | +3.7% | +12.2% | -8.5% | -0.3% |
| 30D | -14.7% | -3.1% | -11.5% | -13.6% |
| 3M | -23.4% | -12.9% | -10.6% | -20.1% |
| 6M | -24.3% | -38.6% | +14.3% | -13.6% |
| YTD | +23.2% | +31.2% | -8.0% | +9.0% |
| 1Y | +44.2% | +47.6% | -3.4% | +22.4% |
| All | +514.9% | -3.9% | +518.7% | +458.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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