+643.2%
GEV vs PL
+604.0%
+39.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | +8.1% | -7.5% | +15.6% | +9.3% |
| 30D | -1.9% | -25.6% | +23.7% | +2.6% |
| 3M | +4.1% | -45.6% | +49.7% | +13.4% |
| 6M | +23.2% | -29.5% | +52.8% | +26.3% |
| YTD | +48.9% | -9.7% | +58.6% | +45.9% |
| 1Y | +62.2% | +84.4% | -22.2% | +40.2% |
| All | +643.2% | +604.0% | +39.2% | +397.0% |
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