+643.2%
GEV vs PM
+122.0%
+521.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +3.2% |
| 7D | +8.1% | -1.3% | +9.4% | +8.0% |
| 30D | -1.9% | -2.6% | +0.6% | -2.0% |
| 3M | +4.1% | +5.8% | -1.7% | +3.6% |
| 6M | +23.2% | +10.6% | +12.7% | +21.3% |
| YTD | +48.9% | +17.2% | +31.7% | +47.1% |
| 1Y | +62.2% | +17.6% | +44.6% | +60.8% |
| All | +643.2% | +122.0% | +521.2% | +572.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling