+620.7%
GEV vs PM
+119.3%
+501.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.1% |
| 7D | +3.3% | -4.9% | +8.2% | +3.1% |
| 30D | -7.5% | -3.4% | -4.1% | -7.6% |
| 3M | -2.2% | +5.2% | -7.3% | -2.7% |
| 6M | +12.1% | +3.7% | +8.4% | +10.4% |
| YTD | +44.4% | +15.8% | +28.6% | +42.6% |
| 1Y | +57.7% | +17.4% | +40.3% | +56.2% |
| All | +620.7% | +119.3% | +501.4% | +551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling