+57.4%
GEV vs STM
+98.5%
-41.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | +3.2% | +1.7% | +1.5% | +2.6% |
| 30D | -4.0% | -5.2% | +1.1% | -2.4% |
| 3M | +3.4% | -29.6% | +33.0% | +14.1% |
| 6M | +14.7% | +54.4% | -39.7% | -3.6% |
| YTD | +45.8% | +99.5% | -53.7% | +14.0% |
| 1Y | +57.4% | +100.8% | -43.4% | +18.8% |
| All | +57.4% | +98.5% | -41.2% | +18.8% |
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