+51.3%
GEV vs PSX
+103.3%
-52.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.9% |
| 30D | -7.9% | +15.6% | -23.6% | -5.8% |
| 3M | +5.6% | +46.5% | -40.8% | +13.6% |
| 6M | +13.1% | +55.0% | -42.0% | +22.0% |
| YTD | +46.7% | +105.3% | -58.5% | +54.4% |
| 1Y | +51.3% | +101.6% | -50.3% | +55.5% |
| All | +51.3% | +103.3% | -52.0% | +55.5% |
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