+40.6%
GEV vs PATH
-6.5%
+47.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.6% |
| 7D | -3.0% | -2.7% | -0.2% | -3.1% |
| 30D | -18.9% | -1.4% | -17.5% | -18.9% |
| 3M | -20.1% | -16.4% | -3.7% | -20.4% |
| 6M | -24.6% | +23.3% | -47.9% | -23.4% |
| YTD | +24.0% | -19.8% | +43.8% | +31.1% |
| 1Y | +40.6% | -8.6% | +49.2% | +46.9% |
| All | +40.6% | -6.5% | +47.2% | +46.9% |
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