+40.6%
GEV vs TER
+45.2%
-4.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.3% | -6.9% | -2.4% |
| 7D | -3.0% | +5.9% | -8.8% | -6.0% |
| 30D | -18.9% | -30.8% | +11.9% | -5.0% |
| 3M | -20.1% | -29.9% | +9.9% | -7.8% |
| 6M | -24.6% | -27.5% | +2.9% | -16.9% |
| YTD | +24.0% | +37.5% | -13.5% | -16.1% |
| 1Y | +40.6% | +50.3% | -9.6% | -11.5% |
| All | +40.6% | +45.2% | -4.6% | -11.5% |
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