+57.7%
GEV vs PATH
+39.0%
+18.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.6% | +16.6% | +0.4% |
| 7D | +3.3% | -16.3% | +19.6% | +3.7% |
| 30D | -7.5% | +9.9% | -17.4% | -7.7% |
| 3M | -2.2% | +30.2% | -32.3% | -2.6% |
| 6M | +12.1% | +37.2% | -25.1% | +11.0% |
| YTD | +44.4% | -7.3% | +51.7% | +50.3% |
| 1Y | +57.7% | +40.0% | +17.7% | +53.5% |
| All | +57.7% | +39.0% | +18.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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