+52.4%
GEV vs TAP
+4.4%
+48.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.0% | -12.3% | -7.9% |
| 7D | -5.1% | +9.9% | -15.1% | -0.8% |
| 30D | -15.8% | +18.1% | -34.0% | -9.4% |
| 3M | -18.2% | +3.2% | -21.4% | -16.0% |
| 6M | -22.4% | +8.4% | -30.8% | -18.4% |
| YTD | +27.7% | -4.4% | +32.2% | +31.6% |
| 1Y | +52.4% | +3.2% | +49.1% | +56.8% |
| All | +52.4% | +4.4% | +48.0% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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