+44.2%
GEV vs PM
+32.3%
+11.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -1.6% |
| 7D | +3.7% | +0.5% | +3.2% | +3.9% |
| 30D | -14.7% | -3.2% | -11.5% | -15.0% |
| 3M | -23.4% | +6.2% | -29.6% | -21.8% |
| 6M | -24.3% | +7.7% | -32.0% | -22.1% |
| YTD | +23.2% | +27.3% | -4.1% | +32.0% |
| 1Y | +44.2% | +32.8% | +11.5% | +61.3% |
| All | +44.2% | +32.3% | +11.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling