+514.9%
GEV vs P
+105.3%
+409.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | +3.7% | +11.6% | -7.9% | -0.5% |
| 30D | -14.7% | -23.7% | +9.0% | -6.0% |
| 3M | -23.4% | -8.0% | -15.4% | -22.2% |
| 6M | -24.3% | +27.9% | -52.2% | -33.5% |
| YTD | +23.2% | +61.2% | -38.0% | -3.1% |
| 1Y | +44.2% | +28.6% | +15.6% | +20.6% |
| All | +514.9% | +105.3% | +409.6% | +294.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling