+374.2%
GEV vs TEM
+79.0%
+295.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.7% | +3.8% | -1.1% |
| 7D | +3.7% | -5.9% | +9.6% | +4.6% |
| 30D | -14.7% | +4.8% | -19.5% | -15.2% |
| 3M | -23.4% | +31.9% | -55.3% | -27.2% |
| 6M | -24.3% | +56.0% | -80.3% | -30.3% |
| YTD | +23.2% | +21.3% | +1.9% | +16.4% |
| 1Y | +44.2% | +5.4% | +38.9% | +39.0% |
| All | +374.2% | +79.0% | +295.2% | +330.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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