+526.6%
GEV vs TER
+144.0%
+382.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.6% |
| 7D | +6.2% | +24.0% | -17.8% | -3.2% |
| 30D | -18.4% | -30.6% | +12.2% | -5.6% |
| 3M | -21.2% | -34.5% | +13.2% | -7.5% |
| 6M | -23.6% | -26.4% | +2.8% | -16.4% |
| YTD | +25.5% | +36.4% | -10.9% | +3.6% |
| 1Y | +42.6% | +47.4% | -4.8% | +14.5% |
| All | +526.6% | +144.0% | +382.6% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling