+643.2%
GEV vs TAP
-36.5%
+679.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +2.4% |
| 7D | +8.1% | -2.3% | +10.4% | +7.7% |
| 30D | -1.9% | -9.4% | +7.5% | -3.5% |
| 3M | +4.1% | -0.8% | +4.9% | +4.1% |
| 6M | +23.2% | -14.7% | +38.0% | +22.2% |
| YTD | +48.9% | -13.9% | +62.8% | +47.6% |
| 1Y | +62.2% | -18.6% | +80.8% | +60.4% |
| All | +643.2% | -36.5% | +679.7% | +717.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling