+627.7%
GEV vs TLT
-3.2%
+630.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | +3.2% | -0.3% | +3.4% | +3.1% |
| 30D | -4.0% | 0.0% | -4.0% | -4.0% |
| 3M | +3.4% | -2.9% | +6.3% | +3.3% |
| 6M | +14.7% | -6.3% | +21.0% | +13.8% |
| YTD | +45.8% | -3.3% | +49.1% | +45.6% |
| 1Y | +57.4% | -4.2% | +61.6% | +56.9% |
| All | +627.7% | -3.2% | +630.8% | +587.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 10y: compounded portfolio wealth divided by compounded TLT 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…
10y analysis · Full analysis span regression · 6 months rolling