+518.8%
GEV vs TOST
+37.5%
+481.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -3.0% | -3.6% | +0.6% | -2.1% |
| 30D | -18.9% | +8.9% | -27.7% | -21.0% |
| 3M | -20.1% | -2.2% | -17.8% | -20.2% |
| 6M | -24.6% | +41.0% | -65.6% | -33.1% |
| YTD | +24.0% | -4.0% | +27.9% | +23.1% |
| 1Y | +40.6% | -9.6% | +50.2% | +43.0% |
| All | +518.8% | +37.5% | +481.3% | +425.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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