+42.6%
GEV vs TAP
-13.1%
+55.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.1% |
| 7D | +6.2% | -6.3% | +12.5% | +2.9% |
| 30D | -18.4% | +2.7% | -21.1% | -16.8% |
| 3M | -21.2% | -3.7% | -17.5% | -21.8% |
| 6M | -23.6% | -2.0% | -21.5% | -22.6% |
| YTD | +25.5% | -12.3% | +37.9% | +25.5% |
| 1Y | +42.6% | -10.1% | +52.7% | +42.6% |
| All | +42.6% | -13.1% | +55.6% | +42.6% |
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