+606.9%
GEV vs TER
+242.5%
+364.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -1.4% |
| 7D | -1.9% | +9.4% | -11.3% | -5.5% |
| 30D | -8.7% | -2.4% | -6.3% | -8.0% |
| 3M | +6.6% | +6.5% | +0.1% | +1.8% |
| 6M | +10.2% | +23.2% | -13.0% | -3.3% |
| YTD | +41.6% | +91.5% | -49.9% | +2.7% |
| 1Y | +43.9% | +214.8% | -170.9% | -15.2% |
| All | +606.9% | +242.5% | +364.4% | +292.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling