+526.6%
GEV vs TAP
-35.3%
+561.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.2% |
| 7D | +6.2% | -6.3% | +12.5% | +4.7% |
| 30D | -18.4% | +2.7% | -21.1% | -17.7% |
| 3M | -21.2% | -3.7% | -17.5% | -21.4% |
| 6M | -23.6% | -2.0% | -21.5% | -23.2% |
| YTD | +25.5% | -12.3% | +37.9% | +25.4% |
| 1Y | +42.6% | -10.1% | +52.7% | +42.4% |
| All | +526.6% | -35.3% | +561.9% | +594.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling