+58.4%
GEV vs Q
+75.4%
-17.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.0% |
| 7D | -1.9% | +4.1% | -6.0% | -3.9% |
| 30D | -8.7% | -10.7% | +2.0% | -3.3% |
| 3M | +6.6% | -11.7% | +18.3% | +13.7% |
| 6M | +10.2% | +8.3% | +1.9% | +6.5% |
| YTD | +41.6% | +51.3% | -9.7% | +18.4% |
| All | +58.4% | +75.4% | -17.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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