+52.4%
GEV vs TER
+42.7%
+9.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.8% | -2.5% | -6.2% |
| 7D | -5.1% | -19.9% | +14.7% | +4.6% |
| 30D | -15.8% | -43.5% | +27.7% | +8.2% |
| 3M | -18.2% | -37.8% | +19.6% | -0.1% |
| 6M | -22.4% | -25.6% | +3.2% | -14.8% |
| YTD | +27.7% | +29.8% | -2.1% | -7.0% |
| 1Y | +52.4% | +43.2% | +9.2% | +4.8% |
| All | +52.4% | +42.7% | +9.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling