+643.2%
GEV vs TLT
-2.6%
+645.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +8.1% | +0.4% | +7.7% | +8.1% |
| 30D | -1.9% | -0.3% | -1.6% | -1.9% |
| 3M | +4.1% | -1.7% | +5.8% | +4.0% |
| 6M | +23.2% | -4.9% | +28.1% | +22.4% |
| YTD | +48.9% | -2.8% | +51.7% | +48.7% |
| 1Y | +62.2% | -4.2% | +66.4% | +61.6% |
| All | +643.2% | -2.6% | +645.8% | +602.4% |
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