+632.4%
GEV vs S
-12.2%
+644.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -7.9% | -11.4% | +3.5% | -5.7% |
| 3M | +5.6% | +33.8% | -28.2% | -3.8% |
| 6M | +13.1% | +39.5% | -26.4% | -0.2% |
| YTD | +46.7% | +31.7% | +15.1% | +31.0% |
| 1Y | +51.3% | +7.0% | +44.3% | +45.5% |
| All | +632.4% | -12.2% | +644.6% | +666.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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