+534.9%
GEV vs PL
+468.0%
+66.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.5% | -7.4% | +4.7% |
| 7D | -3.8% | +10.9% | -14.7% | -5.5% |
| 30D | -17.4% | -16.4% | -1.1% | -15.2% |
| 3M | -16.2% | -39.9% | +23.7% | -9.6% |
| 6M | -20.2% | -63.2% | +43.0% | -8.7% |
| YTD | +27.2% | -27.1% | +54.3% | +28.5% |
| 1Y | +44.6% | +12.2% | +32.4% | +35.3% |
| All | +534.9% | +468.0% | +66.9% | +337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling