+526.6%
GEV vs PL
+449.4%
+77.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.8% |
| 7D | +6.2% | +22.3% | -16.0% | +2.6% |
| 30D | -18.4% | -8.3% | -10.1% | -17.3% |
| 3M | -21.2% | -43.3% | +22.0% | -14.3% |
| 6M | -23.6% | -65.8% | +42.3% | -11.6% |
| YTD | +25.5% | -29.5% | +55.1% | +27.5% |
| 1Y | +42.6% | +11.7% | +30.9% | +33.6% |
| All | +526.6% | +449.4% | +77.2% | +334.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling