+518.8%
GEV vs PM
+137.9%
+380.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.5% |
| 7D | -3.0% | -7.1% | +4.1% | -3.4% |
| 30D | -18.9% | -2.8% | -16.1% | -18.9% |
| 3M | -20.1% | +6.3% | -26.4% | -19.6% |
| 6M | -24.6% | +9.6% | -34.2% | -24.3% |
| YTD | +24.0% | +25.6% | -1.6% | +23.2% |
| 1Y | +40.6% | +29.7% | +11.0% | +40.0% |
| All | +518.8% | +137.9% | +380.8% | +462.9% |
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