+57.4%
GEV vs P
+22.0%
+35.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.8% |
| 7D | +3.2% | +5.0% | -1.9% | +1.5% |
| 30D | -4.0% | -0.9% | -3.1% | -4.4% |
| 3M | +3.4% | +38.7% | -35.2% | -8.3% |
| 6M | +14.7% | +54.4% | -39.7% | -3.5% |
| YTD | +45.8% | +44.8% | +0.9% | +23.2% |
| 1Y | +57.4% | +22.5% | +34.8% | +32.1% |
| All | +57.4% | +22.0% | +35.3% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling