+627.7%
GEV vs PSX
+81.7%
+546.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +3.2% | +1.8% | +1.3% | +2.9% |
| 30D | -4.0% | +21.6% | -25.7% | -6.8% |
| 3M | +3.4% | +46.5% | -43.1% | -2.5% |
| 6M | +14.7% | +62.0% | -47.3% | +4.9% |
| YTD | +45.8% | +106.3% | -60.5% | +23.7% |
| 1Y | +57.4% | +103.0% | -45.6% | +33.8% |
| All | +627.7% | +81.7% | +546.0% | +501.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling