+57.4%
GEV vs TER
+223.1%
-165.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -3.4% |
| 7D | +3.2% | +12.4% | -9.2% | -1.8% |
| 30D | -4.0% | +5.1% | -9.1% | -6.2% |
| 3M | +3.4% | +4.0% | -0.6% | -0.2% |
| 6M | +14.7% | +29.5% | -14.8% | -2.0% |
| YTD | +45.8% | +98.5% | -52.7% | +2.6% |
| 1Y | +57.4% | +234.1% | -176.7% | -5.5% |
| All | +57.4% | +223.1% | -165.7% | -5.5% |
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