-30.7%
GEV vs PL
-66.1%
+35.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -2.4% |
| 7D | -9.8% | -6.8% | -2.9% | -8.0% |
| 30D | -22.3% | -29.3% | +7.0% | -15.7% |
| 3M | -22.6% | -44.8% | +22.2% | -11.2% |
| 6M | -30.7% | -68.4% | +37.6% | -14.8% |
| All | -30.7% | -66.1% | +35.3% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling