-24.6%
GEV vs STM
-21.4%
-3.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | -0.1% |
| 7D | -3.0% | +1.4% | -4.4% | -3.7% |
| 30D | -18.9% | -8.4% | -10.5% | -16.2% |
| 3M | -20.1% | -15.8% | -4.3% | -15.4% |
| 6M | -24.6% | -22.8% | -1.8% | -18.5% |
| All | -24.6% | -21.4% | -3.2% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling