+43.9%
GEV vs S
+10.1%
+33.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -2.9% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -8.7% | -11.8% | +3.1% | -8.3% |
| 3M | +6.6% | +33.9% | -27.3% | +5.3% |
| 6M | +10.2% | +40.1% | -29.9% | +8.3% |
| YTD | +41.6% | +32.1% | +9.6% | +41.0% |
| 1Y | +43.9% | +11.0% | +32.8% | +49.2% |
| All | +43.9% | +10.1% | +33.8% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling