+643.2%
GEV vs S
-13.6%
+656.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.7% |
| 7D | +8.1% | -5.8% | +13.9% | +9.6% |
| 30D | -1.9% | -9.2% | +7.3% | -0.2% |
| 3M | +4.1% | +23.4% | -19.3% | -3.0% |
| 6M | +23.2% | +36.9% | -13.7% | +9.3% |
| YTD | +48.9% | +29.5% | +19.4% | +33.5% |
| 1Y | +62.2% | +5.4% | +56.8% | +56.4% |
| All | +643.2% | -13.6% | +656.8% | +680.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling