+514.9%
GEV vs TLT
-5.2%
+520.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +3.7% | -3.1% | +6.8% | +3.4% |
| 30D | -14.7% | +1.0% | -15.7% | -14.6% |
| 3M | -23.4% | -2.7% | -20.7% | -23.5% |
| 6M | -24.3% | -4.1% | -20.2% | -24.4% |
| YTD | +23.2% | -5.4% | +28.5% | +22.9% |
| 1Y | +44.2% | -7.0% | +51.3% | +43.4% |
| All | +514.9% | -5.2% | +520.0% | +480.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling