+620.7%
GEV vs PL
+616.2%
+4.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +3.3% | -9.3% | +12.6% | +4.8% |
| 30D | -7.5% | -18.9% | +11.5% | -4.5% |
| 3M | -2.2% | -58.4% | +56.2% | +10.2% |
| 6M | +12.1% | -30.3% | +42.4% | +15.1% |
| YTD | +44.4% | -8.1% | +52.5% | +41.1% |
| 1Y | +57.7% | +180.5% | -122.8% | +25.4% |
| All | +620.7% | +616.2% | +4.5% | +380.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling