+643.2%
GEV vs STM
+22.7%
+620.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +8.1% | +5.2% | +2.9% | +6.4% |
| 30D | -1.9% | -7.4% | +5.4% | +0.4% |
| 3M | +4.1% | -30.6% | +34.7% | +15.1% |
| 6M | +23.2% | +66.4% | -43.2% | +2.6% |
| YTD | +48.9% | +101.1% | -52.3% | +16.4% |
| 1Y | +62.2% | +97.4% | -35.2% | +26.3% |
| All | +643.2% | +22.7% | +620.5% | +531.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling