+51.3%
GEV vs TAP
-17.5%
+68.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +4.1% |
| 7D | +1.6% | -3.9% | +5.5% | +0.2% |
| 30D | -7.9% | -5.3% | -2.7% | -9.6% |
| 3M | +5.6% | -3.8% | +9.4% | +5.1% |
| 6M | +13.1% | -11.4% | +24.4% | +11.5% |
| YTD | +46.7% | -13.7% | +60.5% | +43.8% |
| 1Y | +51.3% | -17.2% | +68.5% | +43.2% |
| All | +51.3% | -17.5% | +68.8% | +43.2% |
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