+620.7%
GEV vs RF
+67.7%
+553.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | +1.3% | +2.0% | +2.6% |
| 30D | -7.5% | -3.6% | -3.9% | -5.8% |
| 3M | -2.2% | +8.1% | -10.3% | -6.5% |
| 6M | +12.1% | +11.5% | +0.6% | +5.1% |
| YTD | +44.4% | +15.6% | +28.8% | +31.5% |
| 1Y | +57.7% | +15.7% | +42.0% | +43.3% |
| All | +620.7% | +67.7% | +553.0% | +441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling