+620.7%
GEV vs TER
+230.4%
+390.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -2.2% |
| 7D | +3.3% | +0.6% | +2.7% | +2.9% |
| 30D | -7.5% | -8.3% | +0.8% | -4.4% |
| 3M | -2.2% | -12.2% | +10.0% | +0.7% |
| 6M | +12.1% | +17.1% | -5.0% | +0.2% |
| YTD | +44.4% | +84.7% | -40.3% | +6.3% |
| 1Y | +57.7% | +199.9% | -142.3% | -5.2% |
| All | +620.7% | +230.4% | +390.4% | +306.7% |
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