+643.2%
GEV vs TE
+237.3%
+405.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.0% | -6.9% | +2.0% |
| 7D | +8.1% | +18.2% | -10.1% | +6.1% |
| 30D | -1.9% | -13.5% | +11.6% | -0.7% |
| 3M | +4.1% | -44.6% | +48.6% | +9.3% |
| 6M | +23.2% | -24.7% | +47.9% | +23.6% |
| YTD | +48.9% | -24.3% | +73.1% | +48.4% |
| 1Y | +62.2% | +155.6% | -93.4% | +39.7% |
| All | +643.2% | +237.3% | +405.8% | +504.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 all: compounded portfolio wealth divided by compounded TE 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…
all analysis · Full analysis span regression · 6 months rolling