+510.2%
GEV vs P
+93.8%
+416.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.6% |
| 7D | -13.2% | -13.3% | +0.1% | -8.5% |
| 30D | -20.6% | -34.0% | +13.4% | -7.7% |
| 3M | -19.5% | +4.1% | -23.6% | -22.1% |
| 6M | -23.3% | +30.5% | -53.8% | -33.3% |
| YTD | +22.2% | +52.2% | -29.9% | -1.6% |
| 1Y | +37.8% | +10.3% | +27.5% | +22.6% |
| All | +510.2% | +93.8% | +416.4% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling