+526.6%
GEV vs STM
+9.8%
+516.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | +6.2% | +16.3% | -10.1% | +0.8% |
| 30D | -18.4% | -6.3% | -12.2% | -16.5% |
| 3M | -21.2% | -14.1% | -7.1% | -17.2% |
| 6M | -23.6% | -19.6% | -4.0% | -19.5% |
| YTD | +25.5% | +80.1% | -54.6% | +1.8% |
| 1Y | +42.6% | +95.4% | -52.8% | +12.9% |
| All | +526.6% | +9.8% | +516.8% | +452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling