+627.7%
GEV vs TGT
-0.8%
+628.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | +3.2% | -3.6% | +6.7% | +3.6% |
| 30D | -4.0% | +4.4% | -8.4% | -4.5% |
| 3M | +3.4% | +25.4% | -22.0% | 0.0% |
| 6M | +14.7% | +33.4% | -18.7% | +9.5% |
| YTD | +45.8% | +65.6% | -19.8% | +33.3% |
| 1Y | +57.4% | +80.3% | -22.9% | +41.1% |
| All | +627.7% | -0.8% | +628.4% | +693.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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