+52.4%
GEV vs PSX
+97.5%
-45.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -10.0% |
| 7D | -5.1% | -5.2% | 0.0% | -5.9% |
| 30D | -15.8% | -3.7% | -12.1% | -16.1% |
| 3M | -18.2% | +26.8% | -45.0% | -12.9% |
| 6M | -22.4% | +47.3% | -69.7% | -13.0% |
| YTD | +27.7% | +105.4% | -77.7% | +48.9% |
| 1Y | +52.4% | +96.9% | -44.6% | +84.7% |
| All | +52.4% | +97.5% | -45.1% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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