+44.2%
GEV vs RF
+18.9%
+25.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | +3.7% | +1.9% | +1.8% | +3.4% |
| 30D | -14.7% | +7.3% | -22.0% | -15.9% |
| 3M | -23.4% | -7.9% | -15.5% | -21.9% |
| 6M | -24.3% | +10.5% | -34.9% | -27.6% |
| YTD | +23.2% | +9.6% | +13.5% | +12.8% |
| 1Y | +44.2% | +20.3% | +23.9% | +19.5% |
| All | +44.2% | +18.9% | +25.4% | +19.5% |
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