+492.6%
GEV vs P
+83.9%
+408.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | -0.9% |
| 7D | -9.8% | -23.8% | +14.0% | -0.4% |
| 30D | -22.3% | -36.6% | +14.3% | -8.3% |
| 3M | -22.6% | +10.9% | -33.4% | -27.0% |
| 6M | -30.7% | +30.0% | -60.7% | -39.8% |
| YTD | +18.7% | +44.4% | -25.6% | -2.6% |
| 1Y | +41.0% | +3.9% | +37.1% | +28.2% |
| All | +492.6% | +83.9% | +408.7% | +296.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling