+510.2%
GEV vs TER
+127.1%
+383.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -13.2% | -8.9% | -4.3% | -9.9% |
| 30D | -20.6% | -39.1% | +18.4% | -3.0% |
| 3M | -19.5% | -32.8% | +13.2% | -6.2% |
| 6M | -23.3% | -31.7% | +8.4% | -13.3% |
| YTD | +22.2% | +26.9% | -4.7% | +4.2% |
| 1Y | +37.8% | +33.6% | +4.2% | +15.3% |
| All | +510.2% | +127.1% | +383.1% | +298.6% |
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