+518.8%
GEV vs STM
+9.4%
+509.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.5% |
| 30D | -18.9% | -8.4% | -10.5% | -16.3% |
| 3M | -20.1% | -15.8% | -4.3% | -15.4% |
| 6M | -24.6% | -22.8% | -1.8% | -19.6% |
| YTD | +24.0% | +79.4% | -55.4% | +0.7% |
| 1Y | +40.6% | +97.0% | -56.3% | +11.1% |
| All | +518.8% | +9.4% | +509.4% | +446.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling