+62.2%
GEV vs RF
+15.4%
+46.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.5% |
| 7D | +8.1% | +2.7% | +5.4% | +7.2% |
| 30D | -1.9% | -3.4% | +1.4% | -1.0% |
| 3M | +4.1% | +6.4% | -2.3% | +1.3% |
| 6M | +23.2% | +13.4% | +9.8% | +16.0% |
| YTD | +48.9% | +14.2% | +34.6% | +37.0% |
| 1Y | +62.2% | +15.7% | +46.5% | +38.9% |
| All | +62.2% | +15.4% | +46.8% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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