+492.6%
GEV vs PL
+396.0%
+96.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.3% |
| 7D | -9.8% | -6.8% | -2.9% | -8.7% |
| 30D | -22.3% | -29.3% | +7.0% | -17.9% |
| 3M | -22.6% | -44.8% | +22.2% | -15.2% |
| 6M | -30.7% | -68.4% | +37.6% | -18.8% |
| YTD | +18.7% | -36.4% | +55.1% | +22.7% |
| 1Y | +41.0% | +0.7% | +40.3% | +34.5% |
| All | +492.6% | +396.0% | +96.6% | +318.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling