+606.9%
GEV vs TAP
-37.2%
+644.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.9% |
| 7D | -1.9% | -5.3% | +3.3% | -2.8% |
| 30D | -8.7% | -7.4% | -1.3% | -9.8% |
| 3M | +6.6% | -4.9% | +11.5% | +6.1% |
| 6M | +10.2% | -14.2% | +24.4% | +9.2% |
| YTD | +41.6% | -14.8% | +56.5% | +40.1% |
| 1Y | +43.9% | -18.1% | +62.0% | +42.1% |
| All | +606.9% | -37.2% | +644.1% | +675.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling