+57.7%
GEV vs STM
+107.3%
-49.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | +3.3% | +5.8% | -2.5% | +1.4% |
| 30D | -7.5% | -1.0% | -6.5% | -7.2% |
| 3M | -2.2% | -33.3% | +31.1% | +9.3% |
| 6M | +12.1% | +57.4% | -45.3% | -5.9% |
| YTD | +44.4% | +102.2% | -57.8% | +13.6% |
| 1Y | +57.7% | +99.6% | -41.9% | +21.2% |
| All | +57.7% | +107.3% | -49.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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