+632.4%
GEV vs PSX
+80.8%
+551.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | -7.9% | +15.6% | -23.6% | -9.9% |
| 3M | +5.6% | +46.5% | -40.8% | -0.4% |
| 6M | +13.1% | +55.0% | -42.0% | +4.6% |
| YTD | +46.7% | +105.3% | -58.5% | +24.6% |
| 1Y | +51.3% | +101.6% | -50.3% | +28.8% |
| All | +632.4% | +80.8% | +551.7% | +505.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling