+518.8%
GEV vs TAP
-35.1%
+553.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.2% |
| 7D | -3.0% | -8.0% | +5.0% | -4.8% |
| 30D | -18.9% | +4.1% | -22.9% | -18.0% |
| 3M | -20.1% | -4.4% | -15.7% | -20.3% |
| 6M | -24.6% | -1.9% | -22.7% | -24.2% |
| YTD | +24.0% | -12.1% | +36.0% | +23.9% |
| 1Y | +40.6% | -12.0% | +52.7% | +40.5% |
| All | +518.8% | -35.1% | +553.9% | +585.8% |
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