+52.4%
GEV vs STM
+92.4%
-40.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.2% | -6.9% |
| 7D | -5.1% | -6.0% | +0.9% | -2.6% |
| 30D | -15.8% | -20.9% | +5.1% | -8.1% |
| 3M | -18.2% | -15.8% | -2.4% | -12.8% |
| 6M | -22.4% | -17.0% | -5.3% | -19.0% |
| YTD | +27.7% | +76.8% | -49.1% | -3.6% |
| 1Y | +52.4% | +96.5% | -44.1% | +10.2% |
| All | +52.4% | +92.4% | -40.0% | +10.2% |
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